+21.8%
GDXJ vs HIG
+12.7%
+9.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.3% | +10.3% |
| 7D | -0.2% | +6.2% | -6.4% | +1.7% |
| 30D | -7.6% | +9.4% | -17.0% | -5.0% |
| 3M | +2.3% | -2.3% | +4.6% | +1.8% |
| 6M | -7.8% | +4.2% | -12.0% | -5.8% |
| YTD | -8.4% | +1.6% | -10.0% | -4.4% |
| 1Y | +21.8% | +9.9% | +11.9% | +24.4% |
| All | +21.8% | +12.7% | +9.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling