+240.1%
GDXJ vs HST
+101.1%
+139.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | +8.8% | -2.8% | +11.6% | +9.3% |
| 3M | +29.8% | -6.5% | +36.3% | +31.2% |
| 6M | -5.8% | +20.7% | -26.5% | -8.5% |
| YTD | +13.6% | +30.5% | -16.9% | +9.2% |
| 1Y | +54.5% | +36.8% | +17.7% | +47.4% |
| 3Y | +301.4% | +65.9% | +235.5% | +270.0% |
| 5Y | +236.3% | +73.9% | +162.4% | +208.3% |
| 10Y | +240.1% | +107.0% | +133.1% | +195.4% |
| All | +240.1% | +101.1% | +139.0% | +195.4% |
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