+100.0%
GDX vs HCA
+1,648.5%
-1,548.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -0.4% | -3.1% | +2.7% | 0.0% |
| 30D | +18.6% | -1.1% | +19.8% | +18.7% |
| 3M | +14.9% | +12.2% | +2.7% | +13.0% |
| 6M | -6.3% | -25.3% | +19.1% | -3.1% |
| YTD | +15.7% | -12.9% | +28.7% | +17.2% |
| 1Y | +54.8% | -0.9% | +55.8% | +54.1% |
| 3Y | +253.4% | +47.6% | +205.8% | +232.6% |
| 5Y | +219.7% | +67.0% | +152.7% | +193.4% |
| 10Y | +300.2% | +471.4% | -171.2% | +212.3% |
| All | +100.0% | +1,648.5% | -1,548.6% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling