+159.0%
GDX vs HSY
+416.5%
-257.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.5% |
| 7D | -4.6% | -2.3% | -2.2% | -4.0% |
| 30D | -6.2% | +6.3% | -12.5% | -7.9% |
| 3M | -10.0% | -5.2% | -4.8% | -8.9% |
| 6M | -15.8% | -8.3% | -7.5% | -14.3% |
| YTD | -4.6% | -2.7% | -1.9% | -5.1% |
| 1Y | +4.0% | +0.1% | +3.9% | +2.6% |
| 3Y | +211.1% | -1.0% | +212.1% | +200.8% |
| 5Y | +152.3% | +10.6% | +141.7% | +132.9% |
| 10Y | +331.4% | +127.0% | +204.4% | +217.2% |
| All | +159.0% | +416.5% | -257.5% | +46.9% |
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