+245.7%
GDX vs HLT
+99.0%
+146.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.4% |
| 7D | -5.4% | -2.6% | -2.8% | -4.8% |
| 30D | +6.6% | -2.6% | +9.2% | +7.3% |
| 3M | +30.1% | -9.4% | +39.5% | +33.1% |
| 6M | -7.1% | +2.7% | -9.8% | -7.1% |
| YTD | +12.0% | +6.8% | +5.2% | +11.1% |
| 1Y | +41.2% | +12.4% | +28.9% | +39.1% |
| All | +245.7% | +99.0% | +146.7% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling