+211.5%
GDX vs HBAN
+47.4%
+164.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +4.0% | +2.1% | +1.9% | +3.9% |
| 30D | +9.5% | -4.5% | +14.0% | +9.7% |
| 3M | +25.1% | +2.6% | +22.5% | +24.9% |
| 6M | -2.9% | +4.7% | -7.7% | -3.1% |
| YTD | +14.7% | -1.5% | +16.3% | +14.7% |
| 1Y | +47.4% | -1.9% | +49.3% | +47.4% |
| 3Y | +259.7% | +75.2% | +184.5% | +249.1% |
| 5Y | +227.7% | +37.2% | +190.5% | +220.0% |
| 10Y | +289.0% | +156.6% | +132.4% | +261.7% |
| All | +211.5% | +47.4% | +164.1% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 all: compounded portfolio wealth divided by compounded HBAN 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…
all analysis · Full analysis span regression · 6 months rolling