-94.8%
HTZ vs NWSA
+6.9%
-101.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -13.4% | -7.4% | -12.5% |
| 7D | -7.7% | -10.1% | +2.4% | -0.1% |
| 30D | -13.1% | -7.3% | -5.9% | -7.6% |
| 3M | +14.7% | -8.6% | +23.3% | +22.5% |
| 6M | -70.6% | +4.4% | -75.0% | -71.5% |
| YTD | -65.2% | +2.1% | -67.3% | -66.1% |
| 1Y | -73.2% | +4.1% | -77.2% | -74.2% |
| 3Y | -80.8% | +23.5% | -104.3% | -84.0% |
| 5Y | -94.8% | +13.5% | -108.3% | -94.9% |
| All | -94.8% | +6.9% | -101.7% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling