+167.7%
NTRA vs HTZ
-92.5%
+260.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -8.4% | -6.2% | -13.7% |
| 7D | -25.0% | -14.6% | -10.4% | -23.8% |
| 30D | -21.5% | -20.8% | -0.7% | -19.8% |
| 3M | +17.1% | -18.8% | +35.9% | +18.5% |
| 6M | +44.4% | -74.7% | +119.1% | +61.3% |
| YTD | +35.6% | -68.1% | +103.7% | +45.8% |
| 1Y | +56.5% | -73.5% | +130.0% | +71.5% |
| 3Y | +620.8% | -81.8% | +702.6% | +677.1% |
| 5Y | +167.9% | -95.2% | +263.1% | +268.9% |
| All | +167.7% | -92.5% | +260.2% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling