+6.7%
GDX vs HUBB
-1.9%
+8.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -6.8% | +1.8% | -8.6% | -7.4% |
| 30D | -2.1% | -7.7% | +5.6% | +1.0% |
| 3M | -7.5% | -13.6% | +6.0% | -1.8% |
| 6M | -15.2% | -9.1% | -6.0% | -12.8% |
| YTD | -4.8% | -0.7% | -4.1% | -7.2% |
| 1Y | +6.7% | +1.1% | +5.7% | +3.0% |
| All | +6.7% | -1.9% | +8.6% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling