-46.7%
NVTS vs HTZ
-94.2%
+47.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | +0.9% |
| 7D | +9.6% | -27.5% | +37.1% | +23.3% |
| 30D | -13.0% | -21.9% | +8.9% | -4.8% |
| 3M | -28.8% | -29.2% | +0.5% | -21.5% |
| 6M | -48.5% | -75.2% | +26.7% | -18.9% |
| YTD | +31.4% | -70.8% | +102.2% | +85.9% |
| 1Y | -2.3% | -76.1% | +73.8% | +48.3% |
| 3Y | +49.8% | -82.5% | +132.4% | +112.6% |
| All | -46.7% | -94.2% | +47.5% | +39.7% |
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 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