+233.2%
GDXJ vs HST
+133.9%
+99.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.5% |
| 7D | -4.9% | +3.6% | -8.5% | -5.5% |
| 30D | -10.0% | +9.9% | -19.9% | -11.3% |
| 3M | -16.6% | +12.9% | -29.6% | -18.3% |
| 6M | -23.3% | +22.9% | -46.2% | -25.8% |
| YTD | -12.4% | +52.4% | -64.9% | -18.0% |
| 1Y | +0.5% | +52.5% | -52.1% | -5.9% |
| 3Y | +220.5% | +87.4% | +133.0% | +189.3% |
| 5Y | +124.7% | +82.9% | +41.8% | +102.3% |
| All | +233.2% | +133.9% | +99.3% | +178.1% |
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