-94.4%
HTZ vs NYT
+75.6%
-170.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.5% | -8.2% |
| 7D | -27.5% | +8.1% | -35.7% | -30.3% |
| 30D | -21.9% | +9.4% | -31.3% | -25.5% |
| 3M | -29.2% | +12.4% | -41.7% | -34.0% |
| 6M | -75.2% | -8.0% | -67.2% | -74.7% |
| YTD | -70.8% | +5.8% | -76.6% | -72.8% |
| 1Y | -76.1% | +17.4% | -93.5% | -79.1% |
| 3Y | -82.5% | +72.4% | -155.0% | -88.5% |
| 5Y | -94.1% | +61.3% | -155.4% | -96.0% |
| All | -94.4% | +75.6% | -170.0% | -95.9% |
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