+118.3%
NEM vs HTZ
-92.5%
+210.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.3% | -10.6% | -1.7% |
| 7D | +0.3% | -27.4% | +27.7% | +1.7% |
| 30D | +1.1% | -11.4% | +12.5% | +1.5% |
| 3M | +1.3% | -33.1% | +34.3% | +2.8% |
| 6M | -1.4% | -73.5% | +72.1% | +3.0% |
| YTD | +19.4% | -68.1% | +87.5% | +23.6% |
| 1Y | +32.9% | -74.3% | +107.2% | +38.3% |
| 3Y | +267.0% | -80.9% | +347.9% | +278.0% |
| 5Y | +131.0% | -93.8% | +224.8% | +141.6% |
| All | +118.3% | -92.5% | +210.9% | +131.4% |
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 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