+60.7%
NOK vs HTZ
-94.4%
+155.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.3% |
| 7D | +5.4% | -8.5% | +13.9% | +6.1% |
| 30D | -14.1% | -18.9% | +4.8% | -12.9% |
| 3M | -23.6% | -36.0% | +12.5% | -21.0% |
| 6M | -45.1% | -74.6% | +29.4% | -40.0% |
| YTD | +24.7% | -70.8% | +95.5% | +34.2% |
| 1Y | +19.0% | -75.3% | +94.3% | +29.6% |
| 3Y | +147.0% | -81.6% | +228.6% | +165.9% |
| All | +60.7% | -94.4% | +155.2% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling