+36.7%
NEE vs HTZ
-91.9%
+128.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -20.8% | +20.6% | +0.5% |
| 7D | +7.4% | -7.7% | +15.2% | +7.6% |
| 30D | +13.3% | -13.1% | +26.4% | +13.7% |
| 3M | +3.5% | +14.7% | -11.2% | +2.4% |
| 6M | -7.0% | -70.6% | +63.6% | -3.6% |
| YTD | +12.3% | -65.2% | +77.5% | +15.1% |
| 1Y | +10.5% | -73.2% | +83.7% | +14.4% |
| 3Y | +62.5% | -80.8% | +143.3% | +67.2% |
| 5Y | +18.0% | -94.8% | +112.8% | +27.5% |
| All | +36.7% | -91.9% | +128.5% | +49.2% |
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