+231.3%
GDX vs HAS
+215.8%
+15.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.2% | -5.6% |
| 7D | +11.5% | +3.3% | +8.2% | +10.8% |
| 30D | -3.1% | +30.5% | -33.7% | -8.1% |
| 3M | -4.4% | +29.9% | -34.3% | -9.3% |
| 6M | -8.6% | +26.5% | -35.1% | -13.2% |
| YTD | +0.8% | +51.9% | -51.1% | -7.3% |
| 1Y | +14.7% | +60.9% | -46.2% | +4.3% |
| All | +231.3% | +215.8% | +15.5% | +146.0% |
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 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