+24.7%
GDX vs HAS
+59.5%
-34.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +13.6% | -0.2% | +13.8% | +13.7% |
| 30D | +2.5% | +31.0% | -28.5% | -4.5% |
| 3M | +4.4% | +30.7% | -26.3% | -2.8% |
| 6M | -5.2% | +23.9% | -29.1% | -11.1% |
| YTD | +2.1% | +48.3% | -46.2% | -9.8% |
| 1Y | +24.7% | +60.2% | -35.5% | +5.0% |
| All | +24.7% | +59.5% | -34.8% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling