-91.5%
HTZ vs NVS
+111.3%
-202.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.2% |
| 7D | +7.5% | +4.0% | +3.5% | +5.3% |
| 30D | +47.4% | +3.6% | +43.8% | +44.7% |
| 3M | -54.9% | +7.8% | -62.7% | -56.8% |
| 6M | -47.0% | -0.2% | -46.8% | -47.3% |
| YTD | -55.3% | +19.6% | -74.8% | -59.0% |
| 1Y | -57.6% | +28.4% | -86.0% | -62.5% |
| 3Y | -86.6% | +76.2% | -162.8% | -89.6% |
| 5Y | -86.1% | +111.1% | -197.2% | -89.9% |
| All | -91.5% | +111.3% | -202.8% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling