+259.7%
GDX vs HPE
+250.0%
+9.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.7% | -8.6% | -2.0% |
| 7D | +4.0% | +10.1% | -6.2% | +2.4% |
| 30D | +9.5% | +5.3% | +4.2% | +8.4% |
| 3M | +25.1% | +12.7% | +12.4% | +22.3% |
| 6M | -2.9% | +167.7% | -170.6% | -15.8% |
| YTD | +14.7% | +135.5% | -120.7% | +1.2% |
| 1Y | +47.4% | +143.4% | -96.0% | +29.1% |
| 3Y | +259.7% | +249.2% | +10.5% | +178.9% |
| All | +259.7% | +250.0% | +9.7% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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