-32.7%
NVTS vs HTZ
-92.7%
+60.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -8.4% | +17.9% | +12.6% |
| 7D | +1.5% | -14.6% | +16.1% | +7.5% |
| 30D | -23.8% | -20.8% | -3.0% | -17.2% |
| 3M | -30.6% | -18.8% | -11.8% | -27.2% |
| 6M | -48.4% | -74.7% | +26.3% | -20.4% |
| YTD | +20.6% | -68.1% | +88.7% | +63.9% |
| 1Y | -2.5% | -73.5% | +70.9% | +39.8% |
| 3Y | +44.0% | -81.8% | +125.8% | +100.2% |
| 5Y | -42.6% | -95.2% | +52.6% | +24.7% |
| All | -32.7% | -92.7% | +60.0% | +47.4% |
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