+72.7%
GDXJ vs HUM
+1,012.9%
-940.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -6.2% | -1.4% | -4.8% | -6.1% |
| 30D | +4.6% | +7.5% | -2.8% | +3.8% |
| 3M | +31.3% | +10.2% | +21.1% | +29.7% |
| 6M | -10.7% | +132.5% | -143.2% | -19.5% |
| YTD | +9.1% | +57.6% | -48.6% | +2.3% |
| 1Y | +44.1% | +48.6% | -4.5% | +35.4% |
| 3Y | +285.4% | -11.2% | +296.5% | +282.4% |
| 5Y | +228.4% | +4.8% | +223.6% | +212.5% |
| 10Y | +226.5% | +147.1% | +79.4% | +162.9% |
| All | +72.7% | +1,012.9% | -940.2% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling