+211.3%
GDX vs HTZ
-82.6%
+293.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.6% |
| 3M | +4.4% | -18.8% | +23.2% | +5.0% |
| 6M | -5.2% | -74.7% | +69.5% | +0.2% |
| YTD | +2.1% | -68.1% | +70.2% | +6.7% |
| 1Y | +24.7% | -73.5% | +98.2% | +30.9% |
| 3Y | +211.3% | -81.8% | +293.1% | +244.2% |
| All | +211.3% | -82.6% | +293.8% | +244.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling