+136.1%
NEM vs HTZ
-89.5%
+225.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +0.3% | +7.5% | -7.2% | -0.1% |
| 30D | +23.1% | +47.4% | -24.4% | +20.4% |
| 3M | +18.5% | -54.9% | +73.4% | +21.3% |
| 6M | +7.8% | -47.0% | +54.8% | +9.7% |
| YTD | +29.1% | -55.3% | +84.4% | +32.0% |
| 1Y | +72.7% | -57.6% | +130.3% | +76.2% |
| 3Y | +248.7% | -86.6% | +335.3% | +260.3% |
| 5Y | +148.7% | -86.1% | +234.8% | +153.4% |
| All | +136.1% | -89.5% | +225.6% | +147.0% |
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