+158.3%
GDX vs HTZ
-93.0%
+251.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.1% | -3.6% |
| 7D | -4.6% | -14.0% | +9.4% | -3.7% |
| 30D | -6.2% | -19.8% | +13.6% | -5.2% |
| 3M | -10.0% | -45.0% | +35.0% | -7.1% |
| 6M | -15.8% | -73.2% | +57.5% | -10.5% |
| YTD | -4.6% | -70.0% | +65.5% | +0.4% |
| 1Y | +4.0% | -75.7% | +79.7% | +10.4% |
| 3Y | +211.1% | -82.1% | +293.1% | +224.5% |
| 5Y | +152.3% | -94.3% | +246.6% | +177.0% |
| All | +158.3% | -93.0% | +251.3% | +187.6% |
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