+227.7%
GDX vs HPE
+331.4%
-103.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.7% | -8.6% | -2.1% |
| 7D | +4.0% | +10.1% | -6.2% | +2.3% |
| 30D | +9.5% | +5.3% | +4.2% | +8.3% |
| 3M | +25.1% | +12.7% | +12.4% | +22.1% |
| 6M | -2.9% | +167.7% | -170.6% | -17.6% |
| YTD | +14.7% | +135.5% | -120.7% | -0.7% |
| 1Y | +47.4% | +143.4% | -96.0% | +26.5% |
| 3Y | +259.7% | +249.2% | +10.5% | +179.3% |
| 5Y | +227.7% | +343.8% | -116.2% | +136.3% |
| All | +227.7% | +331.4% | -103.7% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling