+33.6%
NEE vs HTZ
-93.2%
+126.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -0.4% |
| 7D | +2.3% | -27.5% | +29.8% | +3.4% |
| 30D | +11.5% | -21.9% | +33.4% | +12.3% |
| 3M | +2.6% | -29.2% | +31.9% | +3.5% |
| 6M | -6.0% | -75.2% | +69.3% | -1.9% |
| YTD | +9.8% | -70.8% | +80.6% | +13.2% |
| 1Y | +4.7% | -76.1% | +80.8% | +8.8% |
| 3Y | +71.0% | -82.5% | +153.6% | +75.9% |
| 5Y | +15.8% | -94.1% | +109.9% | +25.8% |
| All | +33.6% | -93.2% | +126.8% | +46.8% |
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