-26.7%
NVTS vs HTZ
-93.3%
+66.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | +0.8% |
| 7D | +9.6% | -27.5% | +37.1% | +23.0% |
| 30D | -13.0% | -21.9% | +8.9% | -5.0% |
| 3M | -28.8% | -29.2% | +0.5% | -21.6% |
| 6M | -48.5% | -75.2% | +26.7% | -20.0% |
| YTD | +31.4% | -70.8% | +102.2% | +84.3% |
| 1Y | -2.3% | -76.1% | +73.8% | +46.6% |
| 3Y | +49.8% | -82.5% | +132.4% | +109.2% |
| 5Y | -43.2% | -94.1% | +50.9% | +28.3% |
| All | -26.7% | -93.3% | +66.6% | +65.7% |
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