+77.5%
GDXJ vs HSY
+583.7%
-506.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +4.3% | -1.6% | +5.9% | +4.8% |
| 30D | +8.4% | -4.2% | +12.7% | +10.0% |
| 3M | +25.5% | -0.7% | +26.2% | +25.3% |
| 6M | -6.3% | -21.8% | +15.4% | +1.1% |
| YTD | +12.1% | -2.7% | +14.8% | +11.6% |
| 1Y | +51.1% | -4.8% | +55.9% | +51.0% |
| 3Y | +296.1% | -9.4% | +305.4% | +293.9% |
| 5Y | +228.1% | +11.3% | +216.8% | +194.8% |
| 10Y | +211.8% | +125.0% | +86.8% | +120.9% |
| All | +77.5% | +583.7% | -506.2% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling