+215.1%
GDXJ vs HUBS
+323.9%
-108.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -2.8% | -9.0% | +6.2% | -1.8% |
| 30D | +5.0% | +7.2% | -2.3% | +3.9% |
| 3M | +24.1% | +20.9% | +3.2% | +20.1% |
| 6M | -7.4% | -13.0% | +5.7% | -8.0% |
| YTD | +10.2% | -43.8% | +54.1% | +15.5% |
| 1Y | +42.5% | -54.6% | +97.2% | +53.1% |
| 3Y | +285.7% | -58.5% | +344.2% | +308.4% |
| 5Y | +231.9% | -66.4% | +298.3% | +241.0% |
| All | +215.1% | +323.9% | -108.8% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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