+55.6%
NOC vs HTZ
-91.9%
+147.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -20.8% | +20.8% | +0.3% |
| 7D | -6.6% | -7.7% | +1.1% | -6.5% |
| 30D | +8.7% | -13.1% | +21.8% | +8.9% |
| 3M | -5.4% | +14.7% | -20.1% | -6.0% |
| 6M | -5.1% | -70.6% | +65.5% | -3.4% |
| YTD | -6.8% | -65.2% | +58.4% | -5.5% |
| 1Y | -6.4% | -73.2% | +66.8% | -4.8% |
| 3Y | +17.3% | -80.8% | +98.2% | +18.7% |
| 5Y | +56.3% | -94.8% | +151.1% | +63.6% |
| All | +55.6% | -91.9% | +147.5% | +60.8% |
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