-73.3%
NKE vs HTZ
-89.5%
+16.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -2.0% | +7.5% | -9.5% | -2.5% |
| 30D | -8.6% | +47.4% | -56.0% | -12.1% |
| 3M | -11.0% | -54.9% | +43.9% | -6.9% |
| 6M | -33.2% | -47.0% | +13.8% | -31.8% |
| YTD | -38.1% | -55.3% | +17.1% | -35.9% |
| 1Y | -47.4% | -57.6% | +10.3% | -45.9% |
| 3Y | -59.8% | -86.6% | +26.8% | -53.9% |
| 5Y | -74.2% | -86.1% | +11.9% | -69.5% |
| All | -73.3% | -89.5% | +16.2% | -68.2% |
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