+147.7%
GDXJ vs HST
+82.0%
+65.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.8% |
| 7D | +11.8% | +0.6% | +11.2% | +11.5% |
| 30D | -7.1% | +14.5% | -21.6% | -10.9% |
| 3M | -10.5% | +15.4% | -25.9% | -14.4% |
| 6M | -15.5% | +22.0% | -37.5% | -20.6% |
| YTD | -6.6% | +54.9% | -61.4% | -17.9% |
| 1Y | +11.3% | +54.0% | -42.6% | -2.0% |
| 3Y | +242.0% | +90.4% | +151.5% | +177.7% |
| 5Y | +147.7% | +84.2% | +63.5% | +100.7% |
| All | +147.7% | +82.0% | +65.7% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling