-23.3%
GDXJ vs HUT
-37.9%
+14.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -4.9% |
| 7D | -4.9% | +34.9% | -39.8% | -9.0% |
| 30D | -10.0% | -25.9% | +15.9% | -5.6% |
| 3M | -16.6% | -31.7% | +15.1% | -12.1% |
| 6M | -23.3% | -42.2% | +19.0% | -18.8% |
| All | -23.3% | -37.9% | +14.6% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling