+150.7%
GDX vs HST
+82.3%
+68.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -6.8% | +3.6% | -10.4% | -7.6% |
| 30D | -2.1% | +11.2% | -13.3% | -4.6% |
| 3M | -7.5% | +13.1% | -20.6% | -10.2% |
| 6M | -15.2% | +23.9% | -39.1% | -19.4% |
| YTD | -4.8% | +52.3% | -57.1% | -13.4% |
| 1Y | +6.7% | +56.7% | -49.9% | -3.5% |
| 3Y | +212.7% | +87.5% | +125.2% | +167.9% |
| All | +150.7% | +82.3% | +68.4% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling