+301.2%
GDX vs HAS
+101.4%
+199.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +13.6% | -0.2% | +13.8% | +13.7% |
| 30D | +2.5% | +31.0% | -28.5% | -0.9% |
| 3M | +4.4% | +30.7% | -26.3% | +0.9% |
| 6M | -5.2% | +23.9% | -29.1% | -8.0% |
| YTD | +2.1% | +48.3% | -46.2% | -2.9% |
| 1Y | +24.7% | +60.2% | -35.5% | +17.6% |
| 3Y | +211.3% | +189.2% | +22.1% | +173.3% |
| 5Y | +186.7% | +50.4% | +136.3% | +163.8% |
| All | +301.2% | +101.4% | +199.8% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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