+55.6%
NOC vs HTZ
-92.5%
+148.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.3% | +0.1% |
| 7D | -5.8% | -14.6% | +8.7% | -5.7% |
| 30D | +10.9% | -20.8% | +31.7% | +11.2% |
| 3M | -7.1% | -18.8% | +11.7% | -7.0% |
| 6M | -5.3% | -74.7% | +69.4% | -3.4% |
| YTD | -6.8% | -68.1% | +61.3% | -5.4% |
| 1Y | -6.7% | -73.5% | +66.8% | -5.1% |
| 3Y | +17.2% | -81.8% | +99.0% | +18.5% |
| 5Y | +56.3% | -95.2% | +151.5% | +63.8% |
| All | +55.6% | -92.5% | +148.1% | +60.9% |
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 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