+179.3%
NTRA vs HTZ
-90.1%
+269.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.7% |
| 7D | +1.1% | -2.5% | +3.5% | +1.3% |
| 30D | +0.6% | -3.7% | +4.4% | +0.5% |
| 3M | +51.8% | -57.0% | +108.8% | +60.8% |
| 6M | +63.6% | -47.0% | +110.6% | +67.6% |
| YTD | +41.5% | -57.5% | +99.0% | +48.5% |
| 1Y | +93.6% | -63.5% | +157.1% | +103.9% |
| 3Y | +498.0% | -86.3% | +584.4% | +637.7% |
| 5Y | +172.5% | -86.8% | +259.2% | +248.0% |
| All | +179.3% | -90.1% | +269.4% | +282.1% |
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