+169.7%
GDX vs HSY
+425.8%
-256.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -3.8% | +7.7% | -11.4% | -5.9% |
| 3M | -5.4% | -2.3% | -3.2% | -5.1% |
| 6M | -12.7% | -5.3% | -7.4% | -12.0% |
| YTD | -0.7% | -0.9% | +0.2% | -1.7% |
| 1Y | +11.9% | +5.2% | +6.7% | +8.8% |
| 3Y | +223.9% | +0.7% | +223.2% | +211.5% |
| 5Y | +163.2% | +12.2% | +151.0% | +142.0% |
| 10Y | +349.2% | +131.1% | +218.1% | +228.6% |
| All | +169.7% | +425.8% | -256.1% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling