+52.6%
NOC vs HTZ
-89.5%
+142.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.5% |
| 7D | -5.2% | +7.5% | -12.7% | -5.3% |
| 30D | -7.2% | +47.4% | -54.6% | -8.1% |
| 3M | -5.1% | -54.9% | +49.8% | -4.0% |
| 6M | -31.1% | -47.0% | +15.9% | -30.5% |
| YTD | -8.6% | -55.3% | +46.7% | -7.6% |
| 1Y | -9.7% | -57.6% | +47.9% | -8.8% |
| 3Y | +24.3% | -86.6% | +110.9% | +28.4% |
| 5Y | +52.6% | -86.1% | +138.7% | +52.6% |
| All | +52.6% | -89.5% | +142.1% | +57.1% |
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 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