+66.0%
NOC vs HTZ
-93.6%
+159.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -8.9% | +0.3% |
| 7D | +4.9% | -27.4% | +32.3% | +5.3% |
| 30D | +13.6% | -11.4% | +25.0% | +13.7% |
| 3M | -3.9% | -33.1% | +29.2% | -3.4% |
| 6M | +1.4% | -73.5% | +74.9% | +3.3% |
| YTD | -2.2% | -68.1% | +65.9% | -0.7% |
| 1Y | -1.2% | -74.3% | +73.1% | +0.5% |
| 3Y | +25.0% | -80.9% | +105.9% | +26.2% |
| 5Y | +66.0% | -93.8% | +159.8% | +76.1% |
| All | +66.0% | -93.6% | +159.7% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling