-91.5%
HTZ vs NWSA
+22.7%
-114.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.4% |
| 7D | +7.5% | -1.9% | +9.3% | +8.6% |
| 30D | +47.4% | +4.6% | +42.9% | +43.1% |
| 3M | -54.9% | +13.2% | -68.1% | -58.8% |
| 6M | -47.0% | +27.0% | -74.0% | -55.3% |
| YTD | -55.3% | +16.8% | -72.1% | -60.5% |
| 1Y | -57.6% | +4.5% | -62.2% | -59.7% |
| 3Y | -86.6% | +46.2% | -132.8% | -90.2% |
| 5Y | -86.1% | +40.9% | -127.0% | -89.4% |
| All | -91.5% | +22.7% | -114.2% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling