+28.3%
NSC vs HTZ
-94.7%
+123.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -20.8% | +16.5% | -3.0% |
| 7D | -3.8% | -7.7% | +4.0% | -3.4% |
| 30D | +4.1% | -13.1% | +17.2% | +4.8% |
| 3M | -3.3% | +14.7% | -18.0% | -5.2% |
| 6M | +5.9% | -70.6% | +76.5% | +12.8% |
| YTD | +15.5% | -65.2% | +80.7% | +20.5% |
| 1Y | +19.3% | -73.2% | +92.5% | +26.8% |
| 3Y | +79.0% | -80.8% | +159.9% | +88.3% |
| 5Y | +28.3% | -94.8% | +123.1% | +51.9% |
| All | +28.3% | -94.7% | +123.0% | +51.9% |
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