+214.2%
GDX vs HSY
+416.1%
-201.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -0.4% | -3.3% | +2.9% | +0.6% |
| 30D | +18.6% | -2.8% | +21.4% | +19.5% |
| 3M | +14.9% | -4.5% | +19.4% | +15.9% |
| 6M | -6.3% | -24.2% | +18.0% | +1.0% |
| YTD | +15.7% | -2.7% | +18.5% | +15.4% |
| 1Y | +54.8% | -3.7% | +58.6% | +54.4% |
| 3Y | +253.4% | -11.5% | +264.9% | +255.0% |
| 5Y | +219.7% | +10.3% | +209.3% | +195.8% |
| 10Y | +300.2% | +122.1% | +178.1% | +196.9% |
| All | +214.2% | +416.1% | -201.9% | +78.6% |
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