+201.1%
NRG vs HTZ
-87.1%
+288.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +0.8% |
| 7D | +9.3% | -2.5% | +11.7% | +9.4% |
| 30D | +1.3% | -3.7% | +5.0% | +1.2% |
| 3M | -6.0% | -57.0% | +51.0% | -2.4% |
| 6M | -22.0% | -47.0% | +25.0% | -20.6% |
| YTD | -24.1% | -57.5% | +33.4% | -21.7% |
| 1Y | -18.0% | -63.5% | +45.4% | -15.2% |
| 3Y | +220.0% | -86.3% | +306.4% | +250.8% |
| 5Y | +201.1% | -86.8% | +287.9% | +217.7% |
| All | +201.1% | -87.1% | +288.3% | +217.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling