+296.1%
GDXJ vs HUT
+772.7%
-476.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.5% | -1.8% |
| 7D | +4.3% | +28.3% | -24.0% | +1.5% |
| 30D | +8.4% | +12.3% | -3.9% | +6.9% |
| 3M | +25.5% | -16.8% | +42.3% | +26.5% |
| 6M | -6.3% | +111.4% | -117.7% | -13.9% |
| YTD | +12.1% | +116.6% | -104.5% | +2.9% |
| 1Y | +51.1% | +290.5% | -239.4% | +33.9% |
| 3Y | +296.1% | +792.3% | -496.2% | +225.5% |
| All | +296.1% | +772.7% | -476.6% | +225.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling