-93.4%
HTZ vs NVS
+138.7%
-232.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.6% | +7.5% |
| 7D | +18.9% | +5.7% | +13.2% | +16.0% |
| 30D | +26.3% | +17.1% | +9.2% | +17.5% |
| 3M | +49.7% | +7.6% | +42.0% | +43.7% |
| 6M | -61.1% | +14.1% | -75.2% | -63.9% |
| YTD | -56.0% | +23.3% | -79.3% | -60.6% |
| 1Y | -66.4% | +36.0% | -102.4% | -71.3% |
| 3Y | -75.8% | +97.3% | -173.1% | -82.4% |
| All | -93.4% | +138.7% | -232.1% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling