+231.2%
GDXJ vs HST
+133.7%
+97.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.1% | +3.6% | -11.7% | -8.6% |
| 30D | -5.5% | +11.2% | -16.7% | -7.1% |
| 3M | -14.6% | +13.1% | -27.7% | -16.2% |
| 6M | -23.2% | +23.9% | -47.1% | -25.8% |
| YTD | -13.0% | +52.3% | -65.3% | -18.4% |
| 1Y | +2.8% | +56.7% | -53.9% | -4.1% |
| 3Y | +221.5% | +87.5% | +134.0% | +190.2% |
| 5Y | +123.4% | +82.8% | +40.6% | +101.1% |
| All | +231.2% | +133.7% | +97.5% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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