+424.8%
GDX vs HUBS
+598.6%
-173.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.3% | +1.3% |
| 7D | +1.9% | -6.2% | +8.1% | +2.3% |
| 30D | +9.9% | +6.6% | +3.3% | +9.3% |
| 3M | +28.2% | +16.4% | +11.8% | +26.1% |
| 6M | -2.9% | -19.7% | +16.9% | -2.6% |
| YTD | +16.0% | -42.6% | +58.6% | +19.2% |
| 1Y | +49.9% | -54.2% | +104.0% | +56.5% |
| 3Y | +263.6% | -57.1% | +320.7% | +275.9% |
| 5Y | +233.6% | -66.2% | +299.8% | +237.8% |
| 10Y | +315.3% | +328.3% | -12.9% | +243.9% |
| All | +424.8% | +598.6% | -173.8% | +319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling