+47.4%
GDX vs HUT
+290.3%
-242.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.2% | -2.0% |
| 7D | +4.0% | +28.3% | -24.3% | -0.9% |
| 30D | +9.5% | +12.3% | -2.8% | +6.6% |
| 3M | +25.1% | -16.8% | +41.9% | +26.8% |
| 6M | -2.9% | +111.4% | -114.3% | -18.8% |
| YTD | +14.7% | +116.6% | -101.8% | -4.0% |
| 1Y | +47.4% | +290.5% | -243.0% | +29.0% |
| All | +47.4% | +290.3% | -242.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HUT 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling