-91.5%
HTZ vs NYT
+62.2%
-153.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +7.5% | -1.3% | +8.8% | +8.1% |
| 30D | +47.4% | +2.7% | +44.7% | +44.7% |
| 3M | -54.9% | -10.3% | -44.6% | -53.0% |
| 6M | -47.0% | -16.6% | -30.4% | -42.7% |
| YTD | -55.3% | -2.3% | -53.0% | -56.2% |
| 1Y | -57.6% | +15.0% | -72.7% | -62.5% |
| 3Y | -86.6% | +57.1% | -143.7% | -90.6% |
| 5Y | -86.1% | +37.2% | -123.3% | -89.5% |
| All | -91.5% | +62.2% | -153.6% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling