+47.4%
NSC vs HTZ
-85.9%
+133.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -5.5% | +7.5% | -13.0% | -6.0% |
| 30D | -3.2% | +47.4% | -50.6% | -6.3% |
| 3M | +7.7% | -54.9% | +62.6% | +11.9% |
| 6M | +4.5% | -47.0% | +51.5% | +6.4% |
| YTD | +15.6% | -55.3% | +70.8% | +19.0% |
| 1Y | +19.8% | -57.6% | +77.5% | +22.7% |
| 3Y | +70.1% | -86.6% | +156.7% | +90.4% |
| All | +47.4% | -85.9% | +133.3% | +53.0% |
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