+607.2%
NBIS vs HTZ
-47.8%
+655.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.8% | +9.3% |
| 7D | 0.0% | -16.4% | +16.5% | +2.8% |
| 30D | -36.0% | -15.1% | -20.9% | -34.5% |
| 3M | -24.7% | -28.2% | +3.4% | -21.2% |
| 6M | -20.1% | -73.1% | +53.0% | -6.5% |
| YTD | +69.0% | -68.3% | +137.3% | +91.6% |
| 1Y | +27.1% | -75.2% | +102.3% | +48.1% |
| All | +607.2% | -47.8% | +655.0% | +643.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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