+2.8%
GDXJ vs HST
+53.2%
-50.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.1% | +3.6% | -11.7% | -9.9% |
| 30D | -5.5% | +11.2% | -16.7% | -11.1% |
| 3M | -14.6% | +13.1% | -27.7% | -20.5% |
| 6M | -23.2% | +23.9% | -47.1% | -33.2% |
| YTD | -13.0% | +52.3% | -65.3% | -31.2% |
| 1Y | +2.8% | +56.7% | -53.9% | -19.6% |
| All | +2.8% | +53.2% | -50.4% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling