+2,672.5%
NVDL vs HTZ
-86.8%
+2,759.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.0% | -3.9% |
| 7D | +7.3% | -2.5% | +9.8% | +7.4% |
| 30D | -0.7% | -3.7% | +3.1% | -0.7% |
| 3M | +9.5% | -57.0% | +66.5% | +11.4% |
| 6M | +41.6% | -47.0% | +88.6% | +43.3% |
| YTD | +23.3% | -57.5% | +80.8% | +25.4% |
| 1Y | +40.3% | -63.5% | +103.7% | +43.1% |
| 3Y | +692.2% | -86.3% | +778.5% | +1,048.7% |
| All | +2,672.5% | -86.8% | +2,759.4% | +3,616.8% |
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