+427.6%
NVT vs HTZ
-89.5%
+517.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | +5.1% | +7.5% | -2.4% | +4.4% |
| 30D | -3.7% | +47.4% | -51.1% | -7.7% |
| 3M | -10.1% | -54.9% | +44.8% | -5.7% |
| 6M | +37.5% | -47.0% | +84.5% | +41.2% |
| YTD | +53.7% | -55.3% | +109.0% | +60.0% |
| 1Y | +70.9% | -57.6% | +128.5% | +76.9% |
| 3Y | +180.4% | -86.6% | +267.0% | +221.3% |
| 5Y | +393.5% | -86.1% | +479.6% | +453.5% |
| All | +427.6% | -89.5% | +517.2% | +530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling