+157.7%
GDX vs HTZ
-93.2%
+250.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | -6.8% | -8.5% | +1.7% | -6.3% |
| 30D | -2.1% | -18.9% | +16.8% | -1.2% |
| 3M | -7.5% | -36.0% | +28.5% | -5.4% |
| 6M | -15.2% | -74.6% | +59.4% | -9.6% |
| YTD | -4.8% | -70.8% | +66.0% | +0.4% |
| 1Y | +6.7% | -75.3% | +82.0% | +13.2% |
| 3Y | +212.7% | -81.6% | +294.3% | +225.5% |
| 5Y | +151.7% | -94.4% | +246.1% | +176.8% |
| All | +157.7% | -93.2% | +250.8% | +187.4% |
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