+211.8%
GDXJ vs HAS
+59.3%
+152.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.2% |
| 7D | -6.2% | -3.1% | -3.2% | -5.7% |
| 30D | +4.6% | -6.4% | +11.0% | +5.9% |
| 3M | +31.3% | +10.4% | +20.9% | +28.6% |
| 6M | -10.7% | -3.7% | -7.0% | -10.4% |
| YTD | +9.1% | +12.5% | -3.4% | +6.3% |
| 1Y | +44.1% | +19.8% | +24.3% | +38.7% |
| 3Y | +285.4% | +46.0% | +239.4% | +250.3% |
| 5Y | +228.4% | +12.5% | +215.9% | +208.2% |
| All | +211.8% | +59.3% | +152.5% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HAS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling