+238.2%
NEM vs HTZ
-82.6%
+320.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.4% | +9.4% | +1.5% |
| 7D | +13.4% | -14.6% | +28.0% | +14.2% |
| 30D | +6.5% | -20.8% | +27.3% | +7.6% |
| 3M | +14.9% | -18.8% | +33.7% | +15.6% |
| 6M | +5.5% | -74.7% | +80.2% | +11.0% |
| YTD | +21.9% | -68.1% | +90.0% | +26.8% |
| 1Y | +47.9% | -73.5% | +121.4% | +54.3% |
| 3Y | +238.2% | -81.8% | +320.0% | +269.7% |
| All | +238.2% | -82.6% | +320.7% | +269.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling