+291.6%
GDX vs HUBB
+437.4%
-145.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -5.4% | -1.7% | -3.7% | -5.1% |
| 30D | +6.6% | -12.7% | +19.2% | +9.6% |
| 3M | +30.1% | -2.9% | +33.1% | +30.8% |
| 6M | -7.1% | -4.8% | -2.3% | -6.4% |
| YTD | +12.0% | +2.8% | +9.2% | +11.3% |
| 1Y | +41.2% | +3.5% | +37.7% | +40.1% |
| 3Y | +251.0% | +43.5% | +207.4% | +223.1% |
| 5Y | +226.7% | +154.2% | +72.5% | +168.9% |
| All | +291.6% | +437.4% | -145.8% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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