+36.4%
NSC vs HTZ
-93.2%
+129.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.4% |
| 7D | +2.5% | -8.5% | +11.0% | +3.0% |
| 30D | +1.7% | -18.9% | +20.6% | +2.9% |
| 3M | -2.6% | -36.0% | +33.5% | -0.1% |
| 6M | +6.4% | -74.6% | +81.0% | +14.6% |
| YTD | +15.5% | -70.8% | +86.3% | +21.9% |
| 1Y | +17.6% | -75.3% | +92.9% | +25.6% |
| 3Y | +75.0% | -81.6% | +156.5% | +81.2% |
| 5Y | +32.2% | -94.4% | +126.6% | +54.0% |
| All | +36.4% | -93.2% | +129.5% | +57.0% |
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 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