+285.7%
GDXJ vs HUM
-9.4%
+295.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +1.1% |
| 7D | -2.8% | +2.1% | -4.9% | -2.8% |
| 30D | +5.0% | +5.4% | -0.4% | +5.0% |
| 3M | +24.1% | +11.4% | +12.7% | +24.2% |
| 6M | -7.4% | +141.5% | -148.9% | -6.4% |
| YTD | +10.2% | +61.2% | -51.0% | +10.4% |
| 1Y | +42.5% | +49.2% | -6.6% | +42.5% |
| 3Y | +285.7% | -9.0% | +294.8% | +273.5% |
| All | +285.7% | -9.4% | +295.1% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling