+228.9%
GDX vs HUT
+71.6%
+157.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.7% |
| 7D | -0.4% | +17.8% | -18.2% | -1.8% |
| 30D | +18.6% | +0.8% | +17.8% | +18.3% |
| 3M | +14.9% | -26.8% | +41.7% | +16.9% |
| 6M | -6.3% | +72.6% | -78.8% | -11.4% |
| YTD | +15.7% | +103.6% | -87.9% | +7.9% |
| 1Y | +54.8% | +265.3% | -210.4% | +38.0% |
| 3Y | +253.4% | +689.4% | -436.0% | +180.0% |
| All | +228.9% | +71.6% | +157.2% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling