+17.6%
NVO vs HTZ
-90.7%
+108.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | -7.4% | -9.7% | +2.3% | -7.2% |
| 30D | -5.5% | -16.3% | +10.8% | -5.3% |
| 3M | +4.1% | -58.8% | +63.0% | +5.1% |
| 6M | +19.3% | -48.9% | +68.2% | +20.0% |
| YTD | -9.2% | -60.1% | +50.9% | -8.4% |
| 1Y | -15.0% | -65.0% | +49.9% | -14.2% |
| 3Y | -50.9% | -87.2% | +36.3% | -48.6% |
| 5Y | -0.9% | -87.1% | +86.3% | +5.2% |
| All | +17.6% | -90.7% | +108.2% | +25.7% |
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