+126.6%
NUE vs HTZ
-95.4%
+222.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.1% | +0.5% |
| 7D | -10.6% | -14.6% | +4.0% | -9.4% |
| 30D | -0.6% | -20.8% | +20.2% | +1.2% |
| 3M | -9.7% | -18.8% | +9.1% | -9.0% |
| 6M | +5.1% | -74.7% | +79.8% | +17.0% |
| YTD | +51.4% | -68.1% | +119.5% | +62.8% |
| 1Y | +71.3% | -73.5% | +144.8% | +87.3% |
| 3Y | +66.8% | -81.8% | +148.7% | +79.0% |
| All | +126.6% | -95.4% | +222.0% | +195.2% |
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 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