+603.2%
GDX vs HPE
+545.6%
+57.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.8% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | +18.6% | -2.3% | +20.9% | +18.8% |
| 3M | +14.9% | -2.9% | +17.7% | +14.9% |
| 6M | -6.3% | +143.6% | -149.8% | -13.6% |
| YTD | +15.7% | +118.5% | -102.8% | +7.5% |
| 1Y | +54.8% | +129.2% | -74.4% | +43.1% |
| 3Y | +253.4% | +212.5% | +40.9% | +214.0% |
| 5Y | +219.7% | +286.9% | -67.2% | +179.0% |
| 10Y | +300.2% | +432.3% | -132.1% | +240.4% |
| All | +603.2% | +545.6% | +57.5% | +477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling