+185.8%
NUE vs HTZ
-90.1%
+275.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -1.3% |
| 7D | +1.8% | -2.5% | +4.2% | +2.0% |
| 30D | -6.0% | -3.7% | -2.2% | -6.1% |
| 3M | +1.4% | -57.0% | +58.4% | +7.5% |
| 6M | +52.8% | -47.0% | +99.8% | +57.2% |
| YTD | +58.1% | -57.5% | +115.6% | +66.1% |
| 1Y | +80.4% | -63.5% | +143.9% | +90.1% |
| 3Y | +62.3% | -86.3% | +148.6% | +88.0% |
| 5Y | +146.2% | -86.8% | +233.0% | +170.2% |
| All | +185.8% | -90.1% | +275.8% | +242.4% |
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