+392.5%
GDXJ vs HLT
+641.9%
-249.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -6.2% | -2.6% | -3.6% | -5.8% |
| 30D | +4.6% | -2.6% | +7.3% | +5.2% |
| 3M | +31.3% | -9.4% | +40.7% | +33.7% |
| 6M | -10.7% | +2.7% | -13.4% | -11.0% |
| YTD | +9.1% | +6.8% | +2.3% | +7.9% |
| 1Y | +44.1% | +12.4% | +31.8% | +41.2% |
| 3Y | +285.4% | +100.2% | +185.2% | +240.5% |
| 5Y | +228.4% | +143.7% | +84.7% | +179.5% |
| 10Y | +226.5% | +584.9% | -358.3% | +146.3% |
| All | +392.5% | +641.9% | -249.5% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling