+135.8%
NTAP vs HTZ
-81.0%
+216.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -20.8% | +11.1% | -8.7% |
| 7D | -22.5% | -7.7% | -14.7% | -22.1% |
| 30D | -25.7% | -13.1% | -12.6% | -25.2% |
| 3M | -9.0% | +14.7% | -23.8% | -10.1% |
| 6M | +49.2% | -70.6% | +119.8% | +55.7% |
| YTD | +60.6% | -65.2% | +125.8% | +65.5% |
| 1Y | +48.7% | -73.2% | +121.8% | +54.8% |
| All | +135.8% | -81.0% | +216.8% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling