-57.6%
HTZ vs NWSA
+5.5%
-63.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | +7.5% | -1.9% | +9.3% | +7.6% |
| 30D | +47.4% | +4.6% | +42.9% | +46.6% |
| 3M | -54.9% | +13.2% | -68.1% | -55.2% |
| 6M | -47.0% | +27.0% | -74.0% | -49.0% |
| YTD | -55.3% | +16.8% | -72.1% | -55.9% |
| 1Y | -57.6% | +4.5% | -62.2% | -55.5% |
| All | -57.6% | +5.5% | -63.2% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling