+220.4%
GDXJ vs HUBB
+157.3%
+63.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +5.0% | -10.0% | +14.9% | +8.5% |
| 3M | +24.1% | -1.6% | +25.7% | +24.5% |
| 6M | -7.4% | -3.1% | -4.3% | -6.8% |
| YTD | +10.2% | +4.6% | +5.6% | +8.7% |
| 1Y | +42.5% | +3.3% | +39.2% | +40.9% |
| 3Y | +285.7% | +46.6% | +239.1% | +237.2% |
| All | +220.4% | +157.3% | +63.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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