+215.1%
GDXJ vs HCA
+511.6%
-296.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -2.8% | +5.4% | -8.2% | -3.7% |
| 30D | +5.0% | +3.0% | +2.0% | +4.4% |
| 3M | +24.1% | +13.0% | +11.0% | +21.2% |
| 6M | -7.4% | -20.3% | +12.9% | -4.0% |
| YTD | +10.2% | -8.2% | +18.5% | +11.2% |
| 1Y | +42.5% | +6.7% | +35.8% | +39.7% |
| 3Y | +285.7% | +60.4% | +225.3% | +248.3% |
| 5Y | +231.9% | +73.4% | +158.4% | +190.9% |
| All | +215.1% | +511.6% | -296.5% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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