+38.6%
GDXJ vs HAS
+617.5%
-578.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.6% | -4.2% |
| 7D | -4.9% | +1.6% | -6.6% | -5.3% |
| 30D | -10.0% | +26.6% | -36.6% | -14.5% |
| 3M | -16.6% | +29.0% | -45.6% | -21.2% |
| 6M | -23.3% | +30.6% | -53.9% | -28.0% |
| YTD | -12.4% | +51.5% | -64.0% | -20.3% |
| 1Y | +0.5% | +58.5% | -58.0% | -9.5% |
| 3Y | +220.5% | +214.1% | +6.4% | +145.5% |
| 5Y | +124.7% | +50.2% | +74.5% | +97.4% |
| 10Y | +240.2% | +100.0% | +140.2% | +153.8% |
| All | +38.6% | +617.5% | -578.9% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling