-61.1%
HTZ vs NWSA
+17.0%
-78.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.7% | +5.4% | +9.3% |
| 7D | +18.9% | +4.3% | +14.7% | +19.1% |
| 30D | +26.3% | +5.6% | +20.7% | +27.3% |
| 3M | +49.7% | +7.3% | +42.4% | +51.2% |
| 6M | -61.1% | +18.8% | -79.9% | -58.8% |
| All | -61.1% | +17.0% | -78.1% | -58.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling