+155.4%
NET vs HTZ
-89.7%
+245.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.2% | -11.8% | -3.8% |
| 7D | -16.4% | +18.9% | -35.3% | -18.4% |
| 30D | -25.8% | +26.3% | -52.1% | -28.6% |
| 3M | -11.5% | +49.7% | -61.2% | -18.7% |
| 6M | +18.9% | -61.1% | +80.0% | +31.0% |
| YTD | +35.2% | -56.0% | +91.2% | +42.7% |
| 1Y | +14.5% | -66.4% | +80.9% | +26.4% |
| 3Y | +313.8% | -75.8% | +389.6% | +338.1% |
| 5Y | +32.6% | -93.1% | +125.6% | +105.0% |
| All | +155.4% | -89.7% | +245.1% | +270.1% |
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