+18.8%
NFLX vs HTZ
-92.5%
+111.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.4% | +5.1% | -2.8% |
| 7D | +2.1% | -14.6% | +16.7% | +3.0% |
| 30D | -9.0% | -20.8% | +11.7% | -8.0% |
| 3M | -14.0% | -18.8% | +4.9% | -13.6% |
| 6M | -28.2% | -74.7% | +46.5% | -23.0% |
| YTD | -32.4% | -68.1% | +35.7% | -29.4% |
| 1Y | -42.2% | -73.5% | +31.3% | -38.9% |
| 3Y | +45.9% | -81.8% | +127.7% | +52.9% |
| 5Y | -1.8% | -95.2% | +93.4% | +19.7% |
| All | +18.8% | -92.5% | +111.4% | +41.0% |
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