+788.0%
NVDA vs HTZ
-92.6%
+880.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -11.6% | -16.4% | +4.8% | -10.3% |
| 30D | -22.1% | -15.1% | -7.0% | -21.2% |
| 3M | -20.1% | -28.2% | +8.1% | -18.5% |
| 6M | -16.8% | -73.1% | +56.3% | -9.4% |
| YTD | -4.0% | -68.3% | +64.3% | +2.1% |
| 1Y | -4.8% | -75.2% | +70.4% | +3.3% |
| 3Y | +281.7% | -81.1% | +362.8% | +302.9% |
| 5Y | +485.4% | -95.0% | +580.4% | +716.0% |
| All | +788.0% | -92.6% | +880.6% | +1,113.2% |
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