+709.4%
NVDA vs HTZ
-93.2%
+802.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.8% |
| 7D | -12.7% | -8.5% | -4.2% | -12.1% |
| 30D | -26.4% | -18.9% | -7.5% | -25.3% |
| 3M | -27.6% | -36.0% | +8.4% | -25.2% |
| 6M | -27.7% | -74.6% | +46.9% | -20.9% |
| YTD | -12.5% | -70.8% | +58.3% | -6.3% |
| 1Y | -12.6% | -75.3% | +62.6% | -5.2% |
| 3Y | +235.9% | -81.6% | +317.5% | +250.7% |
| 5Y | +438.2% | -94.4% | +532.7% | +646.2% |
| All | +709.4% | -93.2% | +802.6% | +1,013.7% |
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