+763.5%
NVDA vs HTZ
-92.5%
+856.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.3% | -6.5% | +2.1% |
| 7D | -13.2% | -27.4% | +14.2% | -10.9% |
| 30D | -23.2% | -11.4% | -11.9% | -22.6% |
| 3M | -20.0% | -33.1% | +13.0% | -17.9% |
| 6M | -20.6% | -73.5% | +52.9% | -13.5% |
| YTD | -6.6% | -68.1% | +61.5% | -0.8% |
| 1Y | -9.8% | -74.3% | +64.5% | -2.5% |
| 3Y | +260.5% | -80.9% | +341.4% | +279.4% |
| 5Y | +474.2% | -93.8% | +568.0% | +688.6% |
| All | +763.5% | -92.5% | +856.0% | +1,078.9% |
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