+224.1%
GDX vs HUM
+6.5%
+217.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.1% | +1.1% |
| 7D | -2.2% | +2.1% | -4.2% | -2.2% |
| 30D | +6.8% | +5.4% | +1.4% | +6.6% |
| 3M | +24.9% | +11.4% | +13.5% | +24.6% |
| 6M | -4.2% | +141.5% | -145.7% | -6.3% |
| YTD | +13.2% | +61.2% | -48.0% | +11.5% |
| 1Y | +40.2% | +49.2% | -8.9% | +38.2% |
| 3Y | +249.6% | -9.0% | +258.6% | +254.8% |
| All | +224.1% | +6.5% | +217.6% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling