+226.4%
GDX vs HSY
+0.7%
+225.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | -3.8% | +7.7% | -11.4% | -4.3% |
| 3M | -5.4% | -2.3% | -3.2% | -5.3% |
| 6M | -12.7% | -5.3% | -7.4% | -12.4% |
| YTD | -0.7% | -0.9% | +0.2% | -0.3% |
| 1Y | +11.9% | +5.2% | +6.7% | +11.7% |
| All | +226.4% | +0.7% | +225.7% | +222.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling