-86.5%
HTZ vs NWSA
+47.8%
-134.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.1% |
| 7D | +7.5% | -1.9% | +9.3% | +8.3% |
| 30D | +47.4% | +4.6% | +42.9% | +44.2% |
| 3M | -54.9% | +13.2% | -68.1% | -57.8% |
| 6M | -47.0% | +27.0% | -74.0% | -53.7% |
| YTD | -55.3% | +16.8% | -72.1% | -59.2% |
| 1Y | -57.6% | +4.5% | -62.2% | -58.5% |
| All | -86.5% | +47.8% | -134.4% | -90.8% |
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