+79.5%
GDXJ vs HAS
+446.5%
-367.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +0.2% | -1.8% | +2.0% | +0.6% |
| 30D | +17.9% | +2.3% | +15.6% | +17.3% |
| 3M | +15.3% | +10.4% | +4.9% | +12.7% |
| 6M | -9.4% | -3.2% | -6.2% | -9.2% |
| YTD | +13.4% | +15.4% | -2.0% | +9.6% |
| 1Y | +59.7% | +18.8% | +40.9% | +53.2% |
| 3Y | +283.6% | +43.9% | +239.6% | +245.9% |
| 5Y | +217.6% | +13.9% | +203.7% | +196.2% |
| 10Y | +225.7% | +56.4% | +169.2% | +155.8% |
| All | +79.5% | +446.5% | -367.0% | -22.1% |
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