+69.6%
NOK vs HTZ
-92.6%
+162.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +6.8% |
| 7D | -1.4% | -16.4% | +15.0% | -0.1% |
| 30D | -21.0% | -15.1% | -5.9% | -20.2% |
| 3M | -12.6% | -28.2% | +15.6% | -10.9% |
| 6M | -36.2% | -73.1% | +36.9% | -31.0% |
| YTD | +26.4% | -68.3% | +94.7% | +34.3% |
| 1Y | +19.6% | -75.2% | +94.8% | +29.1% |
| 3Y | +152.6% | -81.1% | +233.7% | +167.4% |
| 5Y | +57.3% | -95.0% | +152.3% | +84.5% |
| All | +69.6% | -92.6% | +162.2% | +97.1% |
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 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