+204.0%
NVT vs HTZ
-95.4%
+299.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -8.4% | +16.3% | +8.7% |
| 7D | -15.7% | -14.6% | -1.1% | -14.6% |
| 30D | -36.6% | -20.8% | -15.8% | -35.4% |
| 3M | -34.8% | -18.8% | -16.0% | -34.2% |
| 6M | -38.2% | -74.7% | +36.5% | -31.8% |
| YTD | +4.8% | -68.1% | +72.9% | +12.2% |
| 1Y | -2.8% | -73.5% | +70.7% | +5.6% |
| 3Y | +119.5% | -81.8% | +201.4% | +135.4% |
| All | +204.0% | -95.4% | +299.4% | +288.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling