+360.8%
GDX vs HUT
+218.4%
+142.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.3% | -3.9% | +3.9% |
| 7D | +15.6% | +3.7% | +11.9% | +14.7% |
| 30D | +2.4% | -32.3% | +34.8% | +4.4% |
| 3M | +1.7% | -35.6% | +37.4% | +3.8% |
| 6M | -3.3% | -42.1% | +38.8% | -1.2% |
| YTD | +6.6% | +24.1% | -17.5% | +3.6% |
| 1Y | +27.0% | +27.9% | -0.9% | +22.7% |
| 3Y | +243.4% | +409.1% | -165.7% | +193.1% |
| 5Y | +194.2% | -25.9% | +220.1% | +159.1% |
| All | +360.8% | +218.4% | +142.4% | +214.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling