+122.8%
NEM vs HTZ
-92.5%
+215.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.4% | +9.4% | +1.4% |
| 7D | +13.4% | -14.6% | +28.0% | +14.1% |
| 30D | +6.5% | -20.8% | +27.3% | +7.4% |
| 3M | +14.9% | -18.8% | +33.7% | +15.5% |
| 6M | +5.5% | -74.7% | +80.2% | +10.4% |
| YTD | +21.9% | -68.1% | +90.0% | +26.2% |
| 1Y | +47.9% | -73.5% | +121.4% | +53.7% |
| 3Y | +238.2% | -81.8% | +320.0% | +249.0% |
| 5Y | +146.2% | -95.2% | +241.4% | +156.9% |
| All | +122.8% | -92.5% | +215.4% | +136.3% |
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