+79.8%
GDXJ vs HUBB
+1,290.3%
-1,210.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.1% |
| 7D | +0.9% | +1.1% | -0.1% | +0.5% |
| 30D | +8.8% | -9.6% | +18.4% | +12.7% |
| 3M | +29.8% | -6.2% | +36.0% | +32.5% |
| 6M | -5.8% | -6.2% | +0.3% | -4.2% |
| YTD | +13.6% | +3.4% | +10.2% | +11.9% |
| 1Y | +54.5% | +5.3% | +49.1% | +51.0% |
| 3Y | +301.4% | +44.4% | +257.0% | +241.0% |
| 5Y | +236.3% | +152.4% | +84.0% | +128.2% |
| 10Y | +240.1% | +437.0% | -197.0% | +60.0% |
| All | +79.8% | +1,290.3% | -1,210.4% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling