+215.1%
GDXJ vs HSY
+128.6%
+86.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +5.0% | -5.2% | +10.1% | +6.7% |
| 3M | +24.1% | -3.4% | +27.5% | +24.9% |
| 6M | -7.4% | -19.2% | +11.8% | -1.1% |
| YTD | +10.2% | -2.6% | +12.9% | +9.7% |
| 1Y | +42.5% | -3.8% | +46.3% | +41.9% |
| 3Y | +285.7% | -10.6% | +296.3% | +287.2% |
| 5Y | +231.9% | +12.3% | +219.6% | +190.3% |
| All | +215.1% | +128.6% | +86.5% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling