+54.8%
GDX vs HUM
+31.0%
+23.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -0.4% | +4.2% | -4.5% | -0.3% |
| 30D | +18.6% | +10.4% | +8.3% | +18.9% |
| 3M | +14.9% | +15.1% | -0.2% | +15.5% |
| 6M | -6.3% | +120.9% | -127.2% | -3.8% |
| YTD | +15.7% | +57.9% | -42.2% | +16.5% |
| 1Y | +54.8% | +30.6% | +24.3% | +54.0% |
| All | +54.8% | +31.0% | +23.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling