-95.0%
HTZ vs NYT
+43.1%
-138.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +4.3% | -12.6% | -10.3% |
| 7D | -14.6% | -2.6% | -12.0% | -13.8% |
| 30D | -20.8% | +5.3% | -26.1% | -23.0% |
| 3M | -18.8% | +5.9% | -24.7% | -22.1% |
| 6M | -74.7% | -17.8% | -56.9% | -72.6% |
| YTD | -68.1% | -0.3% | -67.8% | -69.3% |
| 1Y | -73.5% | +15.4% | -88.8% | -76.6% |
| 3Y | -81.8% | +70.8% | -152.7% | -88.0% |
| All | -95.0% | +43.1% | -138.1% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling