+37.8%
GDXJ vs HST
+332.2%
-294.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.1% | +3.6% | -11.7% | -8.9% |
| 30D | -5.5% | +11.2% | -16.7% | -7.8% |
| 3M | -14.6% | +13.1% | -27.7% | -17.0% |
| 6M | -23.2% | +23.9% | -47.1% | -27.0% |
| YTD | -13.0% | +52.3% | -65.3% | -21.1% |
| 1Y | +2.8% | +56.7% | -53.9% | -7.4% |
| 3Y | +221.5% | +87.5% | +134.0% | +174.3% |
| 5Y | +123.4% | +82.8% | +40.6% | +88.7% |
| 10Y | +238.2% | +134.6% | +103.6% | +143.9% |
| All | +37.8% | +332.2% | -294.4% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling