+296.0%
GDX vs HLT
+590.2%
-294.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.2% | -1.6% | -0.6% | -2.0% |
| 30D | +6.8% | -5.0% | +11.8% | +7.5% |
| 3M | +24.9% | -10.4% | +35.3% | +26.7% |
| 6M | -4.2% | +3.2% | -7.4% | -4.4% |
| YTD | +13.2% | +6.7% | +6.5% | +12.4% |
| 1Y | +40.2% | +10.3% | +29.9% | +38.7% |
| 3Y | +249.6% | +99.3% | +150.3% | +222.6% |
| 5Y | +230.4% | +143.7% | +86.7% | +197.6% |
| All | +296.0% | +590.2% | -294.2% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling