+224.7%
GDXJ vs HAS
+57.2%
+167.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | +0.9% | -4.8% | +5.8% | +1.9% |
| 30D | +8.8% | -5.1% | +13.9% | +9.9% |
| 3M | +29.8% | +6.4% | +23.5% | +28.1% |
| 6M | -5.8% | -5.6% | -0.2% | -5.2% |
| YTD | +13.6% | +11.0% | +2.6% | +11.0% |
| 1Y | +54.5% | +16.8% | +37.7% | +49.4% |
| 3Y | +301.4% | +44.0% | +257.3% | +265.9% |
| 5Y | +236.3% | +11.0% | +225.4% | +216.5% |
| All | +224.7% | +57.2% | +167.5% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling