+24.4%
NSC vs HTZ
-95.4%
+119.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.4% | +5.6% | -2.3% |
| 7D | -6.6% | -14.6% | +8.0% | -5.8% |
| 30D | +2.2% | -20.8% | +22.9% | +3.5% |
| 3M | -6.2% | -18.8% | +12.6% | -5.7% |
| 6M | +1.7% | -74.7% | +76.4% | +9.6% |
| YTD | +12.2% | -68.1% | +80.3% | +17.7% |
| 1Y | +15.4% | -73.5% | +88.9% | +22.6% |
| 3Y | +73.3% | -81.8% | +155.2% | +82.4% |
| All | +24.4% | -95.4% | +119.8% | +47.8% |
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