+167.2%
NET vs HTZ
-89.5%
+256.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -7.0% | +7.5% | -14.5% | -8.0% |
| 30D | -4.8% | +47.4% | -52.2% | -11.7% |
| 3M | +3.8% | -54.9% | +58.7% | +12.6% |
| 6M | +50.0% | -47.0% | +97.1% | +55.4% |
| YTD | +41.5% | -55.3% | +96.7% | +50.0% |
| 1Y | +32.8% | -57.6% | +90.5% | +38.9% |
| 3Y | +335.9% | -86.6% | +422.5% | +504.3% |
| 5Y | +113.8% | -86.1% | +199.9% | +219.8% |
| All | +167.2% | -89.5% | +256.7% | +288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling