+478.3%
GDX vs HPE
+501.1%
-22.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.1% |
| 7D | -6.8% | +7.9% | -14.7% | -7.5% |
| 30D | -2.1% | -23.5% | +21.4% | +0.2% |
| 3M | -7.5% | -19.1% | +11.6% | -6.1% |
| 6M | -15.2% | +51.4% | -66.6% | -18.8% |
| YTD | -4.8% | +103.4% | -108.3% | -11.4% |
| 1Y | +6.7% | +114.4% | -107.7% | -1.0% |
| 3Y | +212.7% | +224.7% | -11.9% | +176.7% |
| 5Y | +151.7% | +277.8% | -126.1% | +119.8% |
| 10Y | +330.3% | +371.1% | -40.7% | +268.0% |
| All | +478.3% | +501.1% | -22.8% | +376.1% |
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