+326.3%
GDX vs HUBB
+381.1%
-54.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.8% | +1.8% | -8.6% | -7.1% |
| 30D | -2.1% | -7.7% | +5.6% | -0.6% |
| 3M | -7.5% | -13.6% | +6.0% | -4.9% |
| 6M | -15.2% | -9.1% | -6.0% | -13.7% |
| YTD | -4.8% | -0.7% | -4.1% | -4.8% |
| 1Y | +6.7% | +1.1% | +5.7% | +6.4% |
| 3Y | +212.7% | +56.2% | +156.6% | +184.1% |
| 5Y | +151.7% | +126.6% | +25.0% | +111.5% |
| All | +326.3% | +381.1% | -54.8% | +231.0% |
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