+249.6%
GDX vs HUBS
-58.2%
+307.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -2.2% | -9.0% | +6.8% | -2.4% |
| 30D | +6.8% | +7.2% | -0.5% | +7.1% |
| 3M | +24.9% | +20.9% | +4.1% | +25.6% |
| 6M | -4.2% | -13.0% | +8.8% | -3.5% |
| YTD | +13.2% | -43.8% | +57.1% | +16.4% |
| 1Y | +40.2% | -54.6% | +94.8% | +45.5% |
| 3Y | +249.6% | -58.5% | +308.1% | +253.8% |
| All | +249.6% | -58.2% | +307.8% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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