-15.2%
GDX vs HIG
+4.8%
-20.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.1% |
| 7D | -6.8% | +2.6% | -9.4% | -6.1% |
| 30D | -2.1% | +4.2% | -6.3% | -0.8% |
| 3M | -7.5% | +0.2% | -7.7% | -7.4% |
| 6M | -15.2% | +4.6% | -19.8% | -15.1% |
| All | -15.2% | +4.8% | -20.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 6mo: compounded portfolio wealth divided by compounded HIG 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…
6mo analysis · Full analysis span regression · 6 months rolling