+1,323.1%
NVDL vs HTZ
-90.7%
+1,413.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.1% | -2.9% | -8.7% |
| 7D | -17.5% | -14.0% | -3.5% | -16.9% |
| 30D | -49.2% | -19.8% | -29.4% | -48.6% |
| 3M | -49.0% | -45.0% | -4.0% | -47.8% |
| 6M | -50.9% | -73.2% | +22.3% | -49.1% |
| YTD | -36.7% | -70.0% | +33.3% | -34.6% |
| 1Y | -43.0% | -75.7% | +32.7% | -41.0% |
| 3Y | +281.1% | -82.1% | +363.2% | +312.6% |
| All | +1,323.1% | -90.7% | +1,413.8% | +1,838.1% |
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 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