+227.2%
NRG vs HTZ
-90.6%
+317.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.7% | -3.2% |
| 7D | +3.9% | -10.4% | +14.2% | +4.6% |
| 30D | -3.0% | -2.4% | -0.6% | -3.1% |
| 3M | -10.9% | -60.9% | +50.0% | -6.9% |
| 6M | -25.3% | -50.2% | +25.0% | -23.6% |
| YTD | -26.8% | -59.7% | +32.9% | -24.3% |
| 1Y | -23.3% | -66.0% | +42.7% | -20.2% |
| 3Y | +208.6% | -87.1% | +295.7% | +237.2% |
| 5Y | +194.1% | -86.9% | +281.0% | +215.2% |
| All | +227.2% | -90.6% | +317.8% | +262.0% |
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 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