+176.1%
NTRA vs HTZ
-92.6%
+268.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | -15.4% | -16.4% | +1.0% | -13.9% |
| 30D | -20.0% | -15.1% | -4.9% | -18.8% |
| 3M | -0.5% | -28.2% | +27.7% | +1.8% |
| 6M | +64.9% | -73.1% | +138.0% | +82.7% |
| YTD | +39.9% | -68.3% | +108.1% | +50.5% |
| 1Y | +60.5% | -75.2% | +135.8% | +77.4% |
| 3Y | +605.9% | -81.1% | +687.0% | +652.3% |
| 5Y | +183.0% | -95.0% | +278.0% | +289.0% |
| All | +176.1% | -92.6% | +268.6% | +287.2% |
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