+118.2%
NI vs HTZ
-93.2%
+211.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.5% | +0.7% |
| 7D | +1.5% | -27.5% | +29.0% | +2.3% |
| 30D | +11.9% | -21.9% | +33.7% | +12.5% |
| 3M | +9.1% | -29.2% | +38.4% | +9.8% |
| 6M | -1.8% | -75.2% | +73.5% | +1.1% |
| YTD | +11.4% | -70.8% | +82.2% | +13.7% |
| 1Y | +6.4% | -76.1% | +82.5% | +9.2% |
| 3Y | +98.2% | -82.5% | +180.7% | +102.2% |
| 5Y | +110.1% | -94.1% | +204.2% | +120.8% |
| All | +118.2% | -93.2% | +211.4% | +131.1% |
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 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