+165.0%
GDX vs HBM
+462.4%
-297.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | -4.6% | +5.1% | -9.6% | -5.9% |
| 30D | -6.2% | -15.8% | +9.6% | -1.6% |
| 3M | -10.0% | -22.4% | +12.4% | -3.4% |
| 6M | -15.8% | -20.2% | +4.5% | -10.5% |
| YTD | -4.6% | +9.0% | -13.6% | -6.3% |
| 1Y | +4.0% | +27.4% | -23.3% | -1.8% |
| 3Y | +211.1% | +424.2% | -213.2% | +99.4% |
| 5Y | +152.3% | +196.1% | -43.8% | +77.1% |
| 10Y | +331.4% | +285.4% | +46.0% | +132.1% |
| All | +165.0% | +462.4% | -297.4% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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