+315.3%
GDX vs HSY
+124.3%
+191.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +1.9% | -3.0% | +4.8% | +2.7% |
| 30D | +9.9% | -5.0% | +15.0% | +11.4% |
| 3M | +28.2% | -1.3% | +29.5% | +28.2% |
| 6M | -2.9% | -21.5% | +18.6% | +3.3% |
| YTD | +16.0% | -3.3% | +19.2% | +15.8% |
| 1Y | +49.9% | -5.5% | +55.4% | +50.3% |
| 3Y | +263.6% | -9.9% | +273.5% | +264.2% |
| 5Y | +233.6% | +11.3% | +222.2% | +203.0% |
| 10Y | +315.3% | +128.1% | +187.3% | +220.0% |
| All | +315.3% | +124.3% | +191.0% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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