+180.6%
GDX vs HTZ
-94.7%
+275.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -20.8% | +22.2% | +2.8% |
| 7D | +5.4% | -7.7% | +13.2% | +5.8% |
| 30D | -2.8% | -13.1% | +10.3% | -2.2% |
| 3M | +2.5% | +14.7% | -12.3% | +0.6% |
| 6M | -0.1% | -70.6% | +70.5% | +5.8% |
| YTD | 0.0% | -65.2% | +65.2% | +4.5% |
| 1Y | +22.2% | -73.2% | +95.4% | +29.1% |
| 3Y | +201.4% | -80.8% | +282.2% | +216.7% |
| 5Y | +180.6% | -94.8% | +275.4% | +210.0% |
| All | +180.6% | -94.7% | +275.4% | +210.0% |
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