+59.7%
NOC vs HTZ
-92.6%
+152.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | -2.9% | -16.4% | +13.5% | -2.7% |
| 30D | +12.1% | -15.1% | +27.2% | +12.3% |
| 3M | -5.3% | -28.2% | +22.9% | -5.0% |
| 6M | -1.0% | -73.1% | +72.0% | +0.9% |
| YTD | -4.3% | -68.3% | +64.0% | -2.8% |
| 1Y | -3.6% | -75.2% | +71.6% | -1.8% |
| 3Y | +22.9% | -81.1% | +104.0% | +24.1% |
| 5Y | +60.4% | -95.0% | +155.4% | +67.9% |
| All | +59.7% | -92.6% | +152.3% | +65.2% |
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