-93.9%
HTZ vs NWSA
+7.0%
-100.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.0% | -8.2% |
| 7D | -14.6% | -9.4% | -5.2% | -7.8% |
| 30D | -20.8% | -7.8% | -13.0% | -15.3% |
| 3M | -18.8% | -10.8% | -8.1% | -12.2% |
| 6M | -74.7% | +1.1% | -75.8% | -75.0% |
| YTD | -68.1% | +1.8% | -69.9% | -69.0% |
| 1Y | -73.5% | +6.0% | -79.5% | -74.9% |
| 3Y | -81.8% | +24.6% | -106.4% | -85.0% |
| 5Y | -95.2% | +13.1% | -108.4% | -95.7% |
| All | -93.9% | +7.0% | -100.9% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling