+8.6%
NVO vs HTZ
-93.0%
+101.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | -0.9% |
| 7D | +0.9% | -14.0% | +14.8% | +1.2% |
| 30D | +6.8% | -19.8% | +26.6% | +7.3% |
| 3M | -11.3% | -45.0% | +33.7% | -10.3% |
| 6M | -12.4% | -73.2% | +60.8% | -10.9% |
| YTD | -16.1% | -70.0% | +53.9% | -14.9% |
| 1Y | -15.1% | -75.7% | +60.6% | -13.7% |
| 3Y | -56.2% | -82.1% | +25.9% | -55.0% |
| 5Y | -19.4% | -94.3% | +74.9% | -15.4% |
| All | +8.6% | -93.0% | +101.6% | +16.8% |
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