+10.5%
NVO vs HTZ
-92.6%
+103.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +2.3% | -16.4% | +18.7% | +2.7% |
| 30D | +7.1% | -15.1% | +22.2% | +7.5% |
| 3M | -11.3% | -28.2% | +16.9% | -10.8% |
| 6M | -9.0% | -73.1% | +64.0% | -7.5% |
| YTD | -14.6% | -68.3% | +53.7% | -13.5% |
| 1Y | -4.9% | -75.2% | +70.3% | -3.5% |
| 3Y | -54.9% | -81.1% | +26.3% | -53.7% |
| 5Y | -18.7% | -95.0% | +76.3% | -15.2% |
| All | +10.5% | -92.6% | +103.1% | +18.7% |
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