+123.1%
NOK vs HTZ
-90.6%
+213.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.4% |
| 7D | +9.3% | -10.4% | +19.7% | +10.2% |
| 30D | +17.9% | -2.4% | +20.2% | +17.6% |
| 3M | -22.3% | -60.9% | +38.6% | -18.2% |
| 6M | +36.4% | -50.2% | +86.6% | +40.8% |
| YTD | +66.3% | -59.7% | +126.0% | +73.9% |
| 1Y | +134.4% | -66.0% | +200.4% | +146.1% |
| 3Y | +186.6% | -87.1% | +273.6% | +225.4% |
| 5Y | +102.7% | -86.9% | +189.5% | +131.5% |
| All | +123.1% | -90.6% | +213.7% | +155.1% |
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