+42.5%
NSC vs HTZ
-89.7%
+132.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.2% | +0.3% |
| 7D | +1.8% | +18.9% | -17.2% | +0.6% |
| 30D | +8.8% | +26.3% | -17.4% | +7.0% |
| 3M | +1.2% | +49.7% | -48.4% | -2.4% |
| 6M | +11.3% | -61.1% | +72.4% | +16.6% |
| YTD | +20.7% | -56.0% | +76.7% | +24.2% |
| 1Y | +23.4% | -66.4% | +89.8% | +29.4% |
| 3Y | +87.1% | -75.8% | +162.9% | +92.4% |
| 5Y | +33.8% | -93.1% | +126.9% | +53.9% |
| All | +42.5% | -89.7% | +132.3% | +60.0% |
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 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