+338.1%
GDXJ vs HUT
+450.5%
-112.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.8% | +0.3% |
| 7D | -2.8% | +5.4% | -8.2% | -3.3% |
| 30D | +5.0% | +8.6% | -3.7% | +4.0% |
| 3M | +24.1% | -15.2% | +39.3% | +24.7% |
| 6M | -7.4% | +92.9% | -100.2% | -13.1% |
| YTD | +10.2% | +114.6% | -104.4% | +2.3% |
| 1Y | +42.5% | +208.5% | -166.0% | +27.7% |
| 3Y | +285.7% | +821.5% | -535.8% | +198.7% |
| 5Y | +231.9% | +101.8% | +130.0% | +162.9% |
| All | +338.1% | +450.5% | -112.4% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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