+245.7%
GDX vs HCA
+57.5%
+188.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | -5.4% | +2.9% | -8.3% | -5.8% |
| 30D | +6.6% | +2.4% | +4.2% | +6.2% |
| 3M | +30.1% | +13.0% | +17.1% | +27.7% |
| 6M | -7.1% | -21.4% | +14.3% | -3.7% |
| YTD | +12.0% | -9.5% | +21.4% | +13.2% |
| 1Y | +41.2% | +7.5% | +33.7% | +38.0% |
| All | +245.7% | +57.5% | +188.3% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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