-73.5%
NKE vs HTZ
-90.1%
+16.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | -0.4% |
| 7D | -0.1% | -2.5% | +2.4% | +0.1% |
| 30D | -7.7% | -3.7% | -3.9% | -7.8% |
| 3M | -10.9% | -57.0% | +46.1% | -6.5% |
| 6M | -31.9% | -47.0% | +15.1% | -30.5% |
| YTD | -38.6% | -57.5% | +18.9% | -36.2% |
| 1Y | -46.9% | -63.5% | +16.5% | -44.7% |
| 3Y | -58.2% | -86.3% | +28.2% | -52.4% |
| 5Y | -74.0% | -86.8% | +12.7% | -69.1% |
| All | -73.5% | -90.1% | +16.5% | -68.3% |
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