+301.2%
GDX vs HST
+142.8%
+158.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +13.6% | -2.7% | +16.3% | +13.9% |
| 30D | +2.5% | +10.7% | -8.2% | +1.6% |
| 3M | +4.4% | +6.3% | -1.9% | +3.8% |
| 6M | -5.2% | +19.0% | -24.2% | -6.7% |
| YTD | +2.1% | +47.0% | -44.9% | -1.1% |
| 1Y | +24.7% | +53.4% | -28.8% | +20.4% |
| 3Y | +211.3% | +78.0% | +133.3% | +196.4% |
| 5Y | +186.7% | +71.7% | +115.0% | +172.6% |
| All | +301.2% | +142.8% | +158.3% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling