+449.8%
NVT vs HTZ
-90.1%
+539.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.0% | +9.2% | +4.6% |
| 7D | +10.4% | -2.5% | +12.8% | +10.6% |
| 30D | -1.3% | -3.7% | +2.5% | -1.4% |
| 3M | -0.6% | -57.0% | +56.4% | +4.7% |
| 6M | +53.8% | -47.0% | +100.7% | +57.9% |
| YTD | +60.2% | -57.5% | +117.7% | +67.4% |
| 1Y | +76.8% | -63.5% | +140.2% | +85.6% |
| 3Y | +191.2% | -86.3% | +277.6% | +231.2% |
| 5Y | +430.9% | -86.8% | +517.7% | +497.6% |
| All | +449.8% | -90.1% | +539.8% | +559.5% |
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