+289.0%
GDX vs HST
+97.7%
+191.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +4.0% | +2.0% | +2.0% | +3.8% |
| 30D | +9.5% | -5.2% | +14.7% | +10.0% |
| 3M | +25.1% | -6.2% | +31.3% | +25.8% |
| 6M | -2.9% | +20.4% | -23.4% | -4.4% |
| YTD | +14.7% | +30.6% | -15.9% | +12.3% |
| 1Y | +47.4% | +37.4% | +10.1% | +43.7% |
| 3Y | +259.7% | +66.1% | +193.6% | +244.6% |
| 5Y | +227.7% | +73.7% | +153.9% | +214.3% |
| 10Y | +289.0% | +99.8% | +189.2% | +271.7% |
| All | +289.0% | +97.7% | +191.3% | +271.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling