+178.4%
NUE vs HTZ
-92.6%
+271.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.8% |
| 7D | -10.2% | -16.4% | +6.2% | -8.9% |
| 30D | -0.4% | -15.1% | +14.7% | +0.8% |
| 3M | -8.4% | -28.2% | +19.8% | -6.5% |
| 6M | +10.1% | -73.1% | +83.1% | +21.5% |
| YTD | +54.1% | -68.3% | +122.4% | +65.5% |
| 1Y | +74.7% | -75.2% | +150.0% | +92.2% |
| 3Y | +72.0% | -81.1% | +153.1% | +80.8% |
| 5Y | +136.4% | -95.0% | +231.4% | +195.8% |
| All | +178.4% | -92.6% | +271.0% | +241.2% |
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