+63.1%
NOC vs HTZ
-93.2%
+156.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +4.8% | -8.5% | +13.4% | +5.0% |
| 30D | +11.0% | -18.9% | +30.0% | +11.3% |
| 3M | -3.8% | -36.0% | +32.2% | -3.2% |
| 6M | +0.6% | -74.6% | +75.2% | +2.6% |
| YTD | -2.3% | -70.8% | +68.5% | -0.7% |
| 1Y | +0.3% | -75.3% | +75.5% | +2.1% |
| 3Y | +24.6% | -81.6% | +106.2% | +25.6% |
| 5Y | +66.0% | -94.4% | +160.4% | +73.1% |
| All | +63.1% | -93.2% | +156.3% | +68.9% |
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