+260.9%
GDX vs HAS
+44.2%
+216.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -0.4% | -1.8% | +1.4% | 0.0% |
| 30D | +18.6% | +2.3% | +16.4% | +18.1% |
| 3M | +14.9% | +10.4% | +4.5% | +12.4% |
| 6M | -6.3% | -3.2% | -3.0% | -6.3% |
| YTD | +15.7% | +15.4% | +0.3% | +12.4% |
| 1Y | +54.8% | +18.8% | +36.0% | +49.4% |
| All | +260.9% | +44.2% | +216.7% | +210.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling