+296.1%
GDXJ vs HAS
+45.6%
+250.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +4.3% | -3.1% | +7.4% | +5.1% |
| 30D | +8.4% | -2.7% | +11.1% | +9.1% |
| 3M | +25.5% | +8.9% | +16.6% | +22.8% |
| 6M | -6.3% | -2.9% | -3.4% | -6.4% |
| YTD | +12.1% | +12.6% | -0.5% | +9.0% |
| 1Y | +51.1% | +17.5% | +33.6% | +45.5% |
| 3Y | +296.1% | +46.2% | +249.9% | +224.8% |
| All | +296.1% | +45.6% | +250.5% | +224.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling