+224.1%
GDX vs HLT
+142.1%
+82.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.2% | -1.6% | -0.6% | -1.8% |
| 30D | +6.8% | -5.0% | +11.8% | +8.0% |
| 3M | +24.9% | -10.4% | +35.3% | +28.0% |
| 6M | -4.2% | +3.2% | -7.4% | -4.6% |
| YTD | +13.2% | +6.7% | +6.5% | +11.8% |
| 1Y | +40.2% | +10.3% | +29.9% | +37.5% |
| 3Y | +249.6% | +99.3% | +150.3% | +197.6% |
| All | +224.1% | +142.1% | +82.0% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling