+121.1%
NEM vs HTZ
-93.2%
+214.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.0% | +3.8% | -3.8% |
| 7D | +11.6% | -27.5% | +39.2% | +13.2% |
| 30D | +1.8% | -21.9% | +23.7% | +2.8% |
| 3M | +2.5% | -29.2% | +31.8% | +3.8% |
| 6M | +3.4% | -75.2% | +78.6% | +8.4% |
| YTD | +20.9% | -70.8% | +91.7% | +25.8% |
| 1Y | +37.2% | -76.1% | +113.3% | +43.3% |
| 3Y | +271.6% | -82.5% | +354.1% | +284.6% |
| 5Y | +136.6% | -94.1% | +230.7% | +148.7% |
| All | +121.1% | -93.2% | +214.3% | +135.4% |
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