+133.2%
NTAP vs HTZ
-92.5%
+225.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.3% | +0.5% |
| 7D | -15.1% | -14.6% | -0.5% | -14.1% |
| 30D | -28.1% | -20.8% | -7.3% | -26.9% |
| 3M | -11.4% | -18.8% | +7.4% | -10.8% |
| 6M | +52.2% | -74.7% | +126.9% | +64.8% |
| YTD | +60.4% | -68.1% | +128.5% | +69.2% |
| 1Y | +51.0% | -73.5% | +124.5% | +61.3% |
| 3Y | +135.6% | -81.8% | +217.4% | +148.1% |
| 5Y | +107.5% | -95.2% | +202.8% | +144.3% |
| All | +133.2% | -92.5% | +225.8% | +174.7% |
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