-93.9%
HTZ vs NVS
+114.7%
-208.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.4% | -8.8% | -8.6% |
| 7D | -14.6% | +1.1% | -15.7% | -14.8% |
| 30D | -20.8% | +13.4% | -34.2% | -24.9% |
| 3M | -18.8% | +5.4% | -24.2% | -21.0% |
| 6M | -74.7% | +9.6% | -84.3% | -75.9% |
| YTD | -68.1% | +21.5% | -89.6% | -71.0% |
| 1Y | -73.5% | +32.3% | -105.8% | -76.8% |
| 3Y | -81.8% | +92.9% | -174.8% | -86.4% |
| 5Y | -95.2% | +134.3% | -229.6% | -96.7% |
| All | -93.9% | +114.7% | -208.6% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling