+158.3%
NOK vs HTZ
-80.7%
+239.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -7.0% | +1.7% |
| 7D | +2.2% | -27.4% | +29.6% | +4.1% |
| 30D | -14.7% | -11.4% | -3.4% | -14.3% |
| 3M | -10.6% | -33.1% | +22.5% | -8.9% |
| 6M | -39.4% | -73.5% | +34.1% | -36.2% |
| YTD | +30.4% | -68.1% | +98.5% | +35.9% |
| 1Y | +22.3% | -74.3% | +96.6% | +28.3% |
| All | +158.3% | -80.7% | +239.0% | +182.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling