+159.0%
GDX vs HUBB
+1,318.0%
-1,159.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.6% |
| 7D | -4.6% | +4.6% | -9.1% | -5.8% |
| 30D | -6.2% | -8.4% | +2.2% | -3.9% |
| 3M | -10.0% | -14.3% | +4.3% | -6.1% |
| 6M | -15.8% | -9.3% | -6.4% | -13.7% |
| YTD | -4.6% | -0.5% | -4.1% | -5.1% |
| 1Y | +4.0% | -2.1% | +6.2% | +4.0% |
| 3Y | +211.1% | +57.2% | +153.9% | +163.6% |
| 5Y | +152.3% | +127.1% | +25.1% | +86.8% |
| 10Y | +331.4% | +385.7% | -54.3% | +133.1% |
| All | +159.0% | +1,318.0% | -1,159.0% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling