+19.3%
NU vs HTZ
-93.7%
+113.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.3% | -7.3% | +0.6% |
| 7D | +2.8% | -27.4% | +30.2% | +7.1% |
| 30D | -23.0% | -11.4% | -11.7% | -22.2% |
| 3M | -9.7% | -33.1% | +23.3% | -5.8% |
| 6M | -8.7% | -73.5% | +64.8% | +6.2% |
| YTD | -26.4% | -68.1% | +41.7% | -18.3% |
| 1Y | -24.8% | -74.3% | +49.5% | -13.7% |
| 3Y | +44.6% | -80.9% | +125.5% | +60.0% |
| All | +19.3% | -93.7% | +113.0% | +112.3% |
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