-72.3%
NKE vs HTZ
-92.6%
+20.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +4.0% | +3.4% |
| 7D | +1.9% | -16.4% | +18.4% | +3.1% |
| 30D | +14.9% | -15.1% | +30.0% | +16.0% |
| 3M | -3.4% | -28.2% | +24.8% | -1.8% |
| 6M | -7.9% | -73.1% | +65.2% | -0.2% |
| YTD | -35.8% | -68.3% | +32.5% | -32.0% |
| 1Y | -32.6% | -75.2% | +42.7% | -27.1% |
| 3Y | -60.0% | -81.1% | +21.1% | -58.2% |
| 5Y | -74.9% | -95.0% | +20.1% | -70.2% |
| All | -72.3% | -92.6% | +20.3% | -66.2% |
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