+194.2%
GDX vs HTZ
-95.0%
+289.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.4% |
| 7D | +15.6% | -16.4% | +32.0% | +16.7% |
| 30D | +2.4% | -15.1% | +17.5% | +3.2% |
| 3M | +1.7% | -28.2% | +29.9% | +3.2% |
| 6M | -3.3% | -73.1% | +69.7% | +2.9% |
| YTD | +6.6% | -68.3% | +74.9% | +12.2% |
| 1Y | +27.0% | -75.2% | +102.2% | +34.9% |
| 3Y | +243.4% | -81.1% | +324.5% | +260.3% |
| 5Y | +194.2% | -95.0% | +289.2% | +227.5% |
| All | +194.2% | -95.0% | +289.2% | +227.5% |
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