+112.7%
NI vs HTZ
-92.5%
+205.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.4% |
| 7D | -0.9% | -14.6% | +13.6% | -0.6% |
| 30D | +9.6% | -20.8% | +30.4% | +10.2% |
| 3M | +2.5% | -18.8% | +21.3% | +2.7% |
| 6M | -5.8% | -74.7% | +68.9% | -3.1% |
| YTD | +8.6% | -68.1% | +76.7% | +10.6% |
| 1Y | +6.0% | -73.5% | +79.5% | +8.5% |
| 3Y | +91.0% | -81.8% | +172.8% | +94.9% |
| 5Y | +104.8% | -95.2% | +200.0% | +114.4% |
| All | +112.7% | -92.5% | +205.2% | +124.7% |
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