+162.2%
GDXJ vs HTZ
-92.6%
+254.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +16.4% | -16.4% | +32.8% | +17.8% |
| 30D | -1.2% | -15.1% | +13.9% | -0.3% |
| 3M | -3.9% | -28.2% | +24.3% | -2.1% |
| 6M | -10.2% | -73.1% | +62.9% | -2.7% |
| YTD | -0.6% | -68.3% | +67.7% | +5.9% |
| 1Y | +24.3% | -75.2% | +99.6% | +34.4% |
| 3Y | +257.4% | -81.1% | +338.5% | +276.0% |
| 5Y | +166.5% | -95.0% | +261.5% | +206.2% |
| All | +162.2% | -92.6% | +254.8% | +201.3% |
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