+4.0%
GDX vs HST
+53.7%
-49.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.5% |
| 7D | -4.6% | +3.6% | -8.2% | -6.3% |
| 30D | -6.2% | +9.9% | -16.1% | -10.8% |
| 3M | -10.0% | +12.9% | -23.0% | -15.7% |
| 6M | -15.8% | +22.9% | -38.6% | -25.6% |
| YTD | -4.6% | +52.4% | -57.0% | -24.0% |
| 1Y | +4.0% | +52.5% | -48.5% | -17.3% |
| All | +4.0% | +53.7% | -49.7% | -17.3% |
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 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