-86.5%
HTZ vs NYT
+58.4%
-144.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +7.5% | -1.3% | +8.8% | +8.0% |
| 30D | +47.4% | +2.7% | +44.7% | +45.4% |
| 3M | -54.9% | -10.3% | -44.6% | -53.3% |
| 6M | -47.0% | -16.6% | -30.4% | -43.4% |
| YTD | -55.3% | -2.3% | -53.0% | -56.2% |
| 1Y | -57.6% | +15.0% | -72.7% | -62.3% |
| All | -86.5% | +58.4% | -144.9% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling