+236.3%
GDXJ vs HUT
+78.5%
+157.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.7% |
| 7D | +0.9% | +18.9% | -18.0% | -1.1% |
| 30D | +8.8% | +12.0% | -3.2% | +7.2% |
| 3M | +29.8% | -14.9% | +44.7% | +30.6% |
| 6M | -5.8% | +96.8% | -102.6% | -13.6% |
| YTD | +13.6% | +108.8% | -95.2% | +3.4% |
| 1Y | +54.5% | +227.4% | -172.9% | +33.8% |
| 3Y | +301.4% | +760.3% | -458.9% | +189.9% |
| 5Y | +236.3% | +86.1% | +150.3% | +139.6% |
| All | +236.3% | +78.5% | +157.9% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling