+152.3%
GDX vs HUBB
+126.4%
+25.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | -10.0% | -14.3% | +4.3% | -6.7% |
| 6M | -15.8% | -9.3% | -6.4% | -14.0% |
| YTD | -4.6% | -0.5% | -4.1% | -4.6% |
| 1Y | +4.0% | -2.1% | +6.2% | +4.3% |
| 3Y | +211.1% | +57.2% | +153.9% | +176.3% |
| 5Y | +152.3% | +127.1% | +25.1% | +102.4% |
| All | +152.3% | +126.4% | +25.9% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling