-25.2%
NVTS vs HTZ
-92.8%
+67.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.6% | +11.9% | +11.5% |
| 7D | +20.8% | -16.4% | +37.2% | +28.9% |
| 30D | -11.1% | -15.1% | +4.0% | -5.8% |
| 3M | -31.0% | -28.2% | -2.8% | -24.4% |
| 6M | -47.4% | -73.1% | +25.7% | -20.7% |
| YTD | +34.2% | -68.3% | +102.5% | +82.8% |
| 1Y | +22.2% | -75.2% | +97.4% | +80.6% |
| 3Y | +68.4% | -81.1% | +149.5% | +129.0% |
| 5Y | -39.0% | -95.0% | +56.0% | +33.0% |
| All | -25.2% | -92.8% | +67.6% | +64.3% |
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