+215.1%
GDXJ vs HLT
+590.2%
-375.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.8% | -1.6% | -1.2% | -2.5% |
| 30D | +5.0% | -5.0% | +10.0% | +6.0% |
| 3M | +24.1% | -10.4% | +34.5% | +26.8% |
| 6M | -7.4% | +3.2% | -10.6% | -7.7% |
| YTD | +10.2% | +6.7% | +3.5% | +8.9% |
| 1Y | +42.5% | +10.3% | +32.3% | +39.9% |
| 3Y | +285.7% | +99.3% | +186.4% | +236.9% |
| 5Y | +231.9% | +143.7% | +88.2% | +177.9% |
| All | +215.1% | +590.2% | -375.1% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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