-94.8%
HTZ vs NVS
+134.3%
-229.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.8% | -18.9% | -19.9% |
| 7D | -7.7% | +0.5% | -8.2% | -7.7% |
| 30D | -13.1% | +15.0% | -28.1% | -18.2% |
| 3M | +14.7% | +4.8% | +9.9% | +11.9% |
| 6M | -70.6% | +11.3% | -81.9% | -72.4% |
| YTD | -65.2% | +21.0% | -86.2% | -68.4% |
| 1Y | -73.2% | +33.0% | -106.1% | -76.7% |
| 3Y | -80.8% | +93.6% | -174.4% | -85.9% |
| 5Y | -94.8% | +133.4% | -228.2% | -96.5% |
| All | -94.8% | +134.3% | -229.1% | -96.5% |
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