-98.8%
NVD vs HTZ
-90.6%
-8.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +8.7% |
| 7D | +23.8% | -16.4% | +40.2% | +23.2% |
| 30D | +57.0% | -15.1% | +72.1% | +56.4% |
| 3M | +41.6% | -28.2% | +69.8% | +40.9% |
| 6M | +17.6% | -73.1% | +90.6% | +17.2% |
| YTD | -21.4% | -68.3% | +46.9% | -21.9% |
| 1Y | -23.3% | -75.2% | +52.0% | -23.4% |
| 3Y | -98.7% | -81.1% | -17.5% | -98.7% |
| All | -98.8% | -90.6% | -8.2% | -98.9% |
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