-74.9%
HTZ vs NWSA
+43.2%
-118.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.7% | +5.4% | +7.7% |
| 7D | +18.9% | +4.3% | +14.7% | +17.1% |
| 30D | +26.3% | +5.6% | +20.7% | +23.7% |
| 3M | +49.7% | +7.3% | +42.4% | +45.3% |
| 6M | -61.1% | +18.8% | -79.9% | -64.3% |
| YTD | -56.0% | +17.9% | -73.9% | -59.6% |
| 1Y | -66.4% | +19.3% | -85.8% | -69.3% |
| All | -74.9% | +43.2% | -118.1% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling