+214.2%
GDX vs HST
+128.7%
+85.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | +18.6% | -12.3% | +30.9% | +21.0% |
| 3M | +14.9% | -6.4% | +21.2% | +16.1% |
| 6M | -6.3% | +15.0% | -21.3% | -8.3% |
| YTD | +15.7% | +30.5% | -14.8% | +11.0% |
| 1Y | +54.8% | +35.7% | +19.2% | +47.5% |
| 3Y | +253.4% | +68.4% | +185.1% | +222.4% |
| 5Y | +219.7% | +73.1% | +146.5% | +186.9% |
| 10Y | +300.2% | +92.7% | +207.5% | +232.0% |
| All | +214.2% | +128.7% | +85.5% | +87.9% |
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