+54.8%
GDX vs HST
+38.1%
+16.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -0.4% | -1.0% | +0.6% | 0.0% |
| 30D | +18.6% | -12.3% | +30.9% | +24.8% |
| 3M | +14.9% | -6.4% | +21.2% | +17.2% |
| 6M | -6.3% | +15.0% | -21.3% | -12.2% |
| YTD | +15.7% | +30.5% | -14.8% | +5.8% |
| 1Y | +54.8% | +35.7% | +19.2% | +36.6% |
| All | +54.8% | +38.1% | +16.7% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling