+226.4%
GDX vs HPE
+241.5%
-15.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -2.2% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | -3.8% | -28.6% | +24.8% | +0.9% |
| 3M | -5.4% | -7.4% | +1.9% | -5.3% |
| 6M | -12.7% | +63.7% | -76.4% | -19.5% |
| YTD | -0.7% | +111.7% | -112.4% | -11.8% |
| 1Y | +11.9% | +123.5% | -111.6% | -1.4% |
| All | +226.4% | +241.5% | -15.1% | +152.4% |
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