+58.8%
NOK vs HTZ
-92.5%
+151.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.4% | +11.1% | +3.4% |
| 7D | -10.5% | -14.6% | +4.1% | -9.4% |
| 30D | -27.9% | -20.8% | -7.1% | -26.7% |
| 3M | -18.8% | -18.8% | 0.0% | -18.0% |
| 6M | -41.9% | -74.7% | +32.8% | -36.9% |
| YTD | +18.4% | -68.1% | +86.5% | +25.7% |
| 1Y | +10.9% | -73.5% | +84.3% | +19.1% |
| 3Y | +137.9% | -81.8% | +219.7% | +153.3% |
| 5Y | +47.8% | -95.2% | +143.0% | +73.1% |
| All | +58.8% | -92.5% | +151.3% | +84.5% |
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