+215.1%
GDXJ vs HUM
+152.7%
+62.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.9% |
| 7D | -2.8% | +2.1% | -4.9% | -3.0% |
| 30D | +5.0% | +5.4% | -0.4% | +4.5% |
| 3M | +24.1% | +11.4% | +12.7% | +22.8% |
| 6M | -7.4% | +141.5% | -148.9% | -14.6% |
| YTD | +10.2% | +61.2% | -51.0% | +4.8% |
| 1Y | +42.5% | +49.2% | -6.6% | +36.0% |
| 3Y | +285.7% | -9.0% | +294.8% | +286.4% |
| 5Y | +231.9% | +7.2% | +224.7% | +219.5% |
| All | +215.1% | +152.7% | +62.4% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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