+199.2%
GDXJ vs HTZ
-89.5%
+288.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | +0.2% | +7.5% | -7.3% | -0.4% |
| 30D | +17.9% | +47.4% | -29.6% | +13.5% |
| 3M | +15.3% | -54.9% | +70.2% | +20.5% |
| 6M | -9.4% | -47.0% | +37.6% | -6.6% |
| YTD | +13.4% | -55.3% | +68.7% | +18.1% |
| 1Y | +59.7% | -57.6% | +117.3% | +65.7% |
| 3Y | +283.6% | -86.6% | +370.2% | +324.9% |
| 5Y | +217.6% | -86.1% | +303.7% | +244.5% |
| All | +199.2% | -89.5% | +288.8% | +236.2% |
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 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