+435.0%
GDX vs HLT
+643.8%
-208.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | +1.9% | -1.5% | +3.3% | +2.1% |
| 30D | +9.9% | -1.2% | +11.2% | +10.1% |
| 3M | +28.2% | -10.3% | +38.5% | +30.0% |
| 6M | -2.9% | +1.3% | -4.2% | -2.9% |
| YTD | +16.0% | +7.0% | +9.0% | +15.1% |
| 1Y | +49.9% | +11.9% | +38.0% | +48.0% |
| 3Y | +263.6% | +100.7% | +162.9% | +235.1% |
| 5Y | +233.6% | +147.5% | +86.0% | +199.5% |
| 10Y | +315.3% | +586.5% | -271.2% | +233.7% |
| All | +435.0% | +643.8% | -208.8% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling