+176.5%
GDX vs HTZ
-92.5%
+269.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.4% | +10.5% | +2.7% |
| 7D | +13.6% | -14.6% | +28.2% | +14.5% |
| 30D | +2.5% | -20.8% | +23.3% | +3.7% |
| 3M | +4.4% | -18.8% | +23.2% | +5.0% |
| 6M | -5.2% | -74.7% | +69.5% | +0.9% |
| YTD | +2.1% | -68.1% | +70.2% | +7.1% |
| 1Y | +24.7% | -73.5% | +98.2% | +31.7% |
| 3Y | +211.3% | -81.8% | +293.1% | +224.7% |
| 5Y | +186.7% | -95.2% | +281.9% | +214.2% |
| All | +176.5% | -92.5% | +269.0% | +206.7% |
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