+150.7%
GDX vs HAS
+48.2%
+102.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -6.8% | +1.4% | -8.2% | -7.0% |
| 30D | -2.1% | +26.3% | -28.4% | -6.5% |
| 3M | -7.5% | +25.6% | -33.1% | -11.6% |
| 6M | -15.2% | +30.3% | -45.4% | -19.8% |
| YTD | -4.8% | +50.4% | -55.2% | -12.4% |
| 1Y | +6.7% | +57.7% | -51.0% | -2.6% |
| 3Y | +212.7% | +213.4% | -0.6% | +145.9% |
| All | +150.7% | +48.2% | +102.5% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling