-94.0%
HTZ vs NYT
+74.6%
-168.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -3.2% |
| 7D | -16.4% | +3.2% | -19.6% | -17.9% |
| 30D | -15.1% | +8.8% | -23.9% | -18.8% |
| 3M | -28.2% | +14.0% | -42.2% | -33.5% |
| 6M | -73.1% | -8.5% | -64.6% | -72.4% |
| YTD | -68.3% | +5.2% | -73.5% | -70.3% |
| 1Y | -75.2% | +19.1% | -94.3% | -78.5% |
| 3Y | -81.1% | +73.3% | -154.5% | -87.6% |
| 5Y | -95.0% | +55.7% | -150.7% | -96.5% |
| All | -94.0% | +74.6% | -168.5% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling