+179.5%
NRG vs HTZ
-93.0%
+272.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +0.9% |
| 7D | +21.7% | -14.0% | +35.7% | +22.7% |
| 30D | -8.1% | -19.8% | +11.7% | -7.3% |
| 3M | -18.3% | -45.0% | +26.7% | -15.8% |
| 6M | -28.0% | -73.2% | +45.2% | -23.4% |
| YTD | -37.5% | -70.0% | +32.5% | -34.5% |
| 1Y | -41.1% | -75.7% | +34.6% | -37.4% |
| 3Y | +126.6% | -82.1% | +208.6% | +133.8% |
| 5Y | +212.3% | -94.3% | +306.6% | +251.0% |
| All | +179.5% | -93.0% | +272.5% | +213.2% |
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 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