-94.3%
HTZ vs NYT
+72.9%
-167.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.4% | -5.3% |
| 7D | -14.0% | +9.0% | -22.9% | -17.7% |
| 30D | -19.8% | +6.8% | -26.6% | -22.6% |
| 3M | -45.0% | +12.1% | -57.1% | -48.6% |
| 6M | -73.2% | -7.7% | -65.5% | -72.7% |
| YTD | -70.0% | +4.2% | -74.2% | -71.8% |
| 1Y | -75.7% | +14.3% | -90.1% | -78.4% |
| 3Y | -82.1% | +69.8% | -151.8% | -88.1% |
| 5Y | -94.3% | +57.7% | -152.0% | -96.1% |
| All | -94.3% | +72.9% | -167.2% | -95.8% |
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