+191.3%
NUE vs HTZ
-93.0%
+284.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.3% |
| 7D | +6.1% | -14.0% | +20.1% | +7.5% |
| 30D | +2.7% | -19.8% | +22.5% | +4.5% |
| 3M | -3.8% | -45.0% | +41.2% | +0.7% |
| 6M | +14.0% | -73.2% | +87.2% | +25.7% |
| YTD | +61.2% | -70.0% | +131.2% | +73.9% |
| 1Y | +77.8% | -75.7% | +153.5% | +95.6% |
| 3Y | +78.2% | -82.1% | +160.2% | +87.9% |
| 5Y | +149.8% | -94.3% | +244.1% | +209.4% |
| All | +191.3% | -93.0% | +284.3% | +258.4% |
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