+296.1%
GDXJ vs HST
+68.6%
+227.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +4.3% | +2.0% | +2.3% | +3.8% |
| 30D | +8.4% | -5.2% | +13.7% | +10.0% |
| 3M | +25.5% | -6.2% | +31.8% | +27.5% |
| 6M | -6.3% | +20.4% | -26.8% | -10.5% |
| YTD | +12.1% | +30.6% | -18.5% | +5.5% |
| 1Y | +51.1% | +37.4% | +13.7% | +40.8% |
| 3Y | +296.1% | +66.1% | +230.0% | +250.0% |
| All | +296.1% | +68.6% | +227.4% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling