+177.3%
GDX vs HST
+157.6%
+19.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +13.6% | -2.7% | +16.3% | +14.1% |
| 30D | +2.5% | +10.7% | -8.2% | +0.9% |
| 3M | +4.4% | +6.3% | -1.9% | +3.4% |
| 6M | -5.2% | +19.0% | -24.2% | -7.9% |
| YTD | +2.1% | +47.0% | -44.9% | -3.9% |
| 1Y | +24.7% | +53.4% | -28.8% | +16.6% |
| 3Y | +211.3% | +78.0% | +133.3% | +181.5% |
| 5Y | +186.7% | +71.7% | +115.0% | +157.4% |
| 10Y | +285.3% | +146.2% | +139.1% | +206.2% |
| All | +177.3% | +157.6% | +19.6% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling