+149.9%
GDXJ vs HTZ
-92.5%
+242.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.4% | +11.2% | +3.5% |
| 7D | +13.4% | -14.6% | +28.0% | +14.6% |
| 30D | -1.3% | -20.8% | +19.5% | +0.2% |
| 3M | -1.5% | -18.8% | +17.3% | -0.7% |
| 6M | -12.2% | -74.7% | +62.5% | -4.5% |
| YTD | -5.3% | -68.1% | +62.8% | +0.9% |
| 1Y | +22.0% | -73.5% | +95.5% | +31.3% |
| 3Y | +224.9% | -81.8% | +306.8% | +243.4% |
| 5Y | +160.6% | -95.2% | +255.9% | +200.0% |
| All | +149.9% | -92.5% | +242.4% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling