+150.0%
NTAP vs HTZ
-93.2%
+243.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.3% |
| 7D | +7.2% | -8.5% | +15.7% | +7.9% |
| 30D | -18.4% | -18.9% | +0.5% | -17.2% |
| 3M | -11.3% | -36.0% | +24.7% | -8.8% |
| 6M | +53.8% | -74.6% | +128.3% | +66.4% |
| YTD | +72.0% | -70.8% | +142.8% | +82.5% |
| 1Y | +68.0% | -75.3% | +143.3% | +80.4% |
| 3Y | +149.5% | -81.6% | +231.1% | +160.4% |
| 5Y | +125.6% | -94.4% | +220.0% | +166.5% |
| All | +150.0% | -93.2% | +243.2% | +196.3% |
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