+213.5%
GDX vs HUBB
+57.4%
+156.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.6% |
| 7D | -4.6% | +4.6% | -9.1% | -5.6% |
| 30D | -6.2% | -8.4% | +2.2% | -4.1% |
| 3M | -10.0% | -14.3% | +4.3% | -6.4% |
| 6M | -15.8% | -9.3% | -6.4% | -13.9% |
| YTD | -4.6% | -0.5% | -4.1% | -4.4% |
| 1Y | +4.0% | -2.1% | +6.2% | +4.5% |
| All | +213.5% | +57.4% | +156.1% | +201.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling