+62.5%
NOC vs HTZ
-93.2%
+155.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.0% | +9.7% | +1.9% |
| 7D | -0.3% | -27.5% | +27.2% | +0.1% |
| 30D | +14.1% | -21.9% | +36.0% | +14.4% |
| 3M | -4.6% | -29.2% | +24.6% | -4.3% |
| 6M | +0.7% | -75.2% | +75.9% | +2.8% |
| YTD | -2.6% | -70.8% | +68.2% | -1.0% |
| 1Y | -1.0% | -76.1% | +75.2% | +1.0% |
| 3Y | +24.5% | -82.5% | +107.0% | +25.8% |
| 5Y | +64.3% | -94.1% | +158.4% | +71.1% |
| All | +62.5% | -93.2% | +155.7% | +68.4% |
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