+45.4%
GDXJ vs HST
+336.9%
-291.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +0.3% | -1.3% | +1.5% | +0.5% |
| 30D | -7.4% | +13.4% | -20.8% | -10.2% |
| 3M | -11.9% | +16.7% | -28.6% | -15.0% |
| 6M | -19.3% | +24.0% | -43.3% | -23.3% |
| YTD | -8.1% | +54.0% | -62.1% | -16.9% |
| 1Y | +9.1% | +55.0% | -46.0% | -1.5% |
| 3Y | +236.2% | +89.3% | +146.9% | +186.2% |
| 5Y | +136.3% | +85.4% | +50.9% | +99.0% |
| 10Y | +256.9% | +137.1% | +119.8% | +156.8% |
| All | +45.4% | +336.9% | -291.5% | -29.8% |
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