+802.6%
NVDA vs HTZ
-91.9%
+894.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -20.8% | +11.5% | -7.5% |
| 7D | -15.0% | -7.7% | -7.3% | -14.5% |
| 30D | -24.1% | -13.1% | -11.0% | -23.3% |
| 3M | -17.1% | +14.7% | -31.8% | -18.8% |
| 6M | -7.4% | -70.6% | +63.2% | +0.2% |
| YTD | -2.4% | -65.2% | +62.8% | +3.0% |
| 1Y | -6.7% | -73.2% | +66.4% | +0.6% |
| 3Y | +304.7% | -80.8% | +385.5% | +334.3% |
| 5Y | +513.1% | -94.8% | +607.9% | +750.6% |
| All | +802.6% | -91.9% | +894.5% | +1,124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling