+242.0%
GDXJ vs HST
+92.1%
+149.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.7% |
| 7D | +11.8% | +0.6% | +11.2% | +11.5% |
| 30D | -7.1% | +14.5% | -21.6% | -10.6% |
| 3M | -10.5% | +15.4% | -25.9% | -14.0% |
| 6M | -15.5% | +22.0% | -37.5% | -20.1% |
| YTD | -6.6% | +54.9% | -61.4% | -16.1% |
| 1Y | +11.3% | +54.0% | -42.6% | +0.1% |
| 3Y | +242.0% | +90.4% | +151.5% | +188.1% |
| All | +242.0% | +92.1% | +149.9% | +188.1% |
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 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