+11.5%
GDXJ vs HCA
+1,718.5%
-1,707.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.8% | -4.0% |
| 7D | -6.2% | +2.9% | -9.2% | -6.7% |
| 30D | +4.6% | +2.4% | +2.3% | +4.2% |
| 3M | +31.3% | +13.0% | +18.2% | +28.3% |
| 6M | -10.7% | -21.4% | +10.7% | -7.4% |
| YTD | +9.1% | -9.5% | +18.5% | +10.2% |
| 1Y | +44.1% | +7.5% | +36.6% | +41.2% |
| 3Y | +285.4% | +57.6% | +227.8% | +250.6% |
| 5Y | +228.4% | +71.1% | +157.3% | +190.7% |
| 10Y | +226.5% | +498.8% | -272.2% | +129.5% |
| All | +11.5% | +1,718.5% | -1,707.0% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling