+350.8%
GDXJ vs HUT
+422.3%
-71.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -3.0% |
| 7D | +0.2% | +17.8% | -17.6% | -1.2% |
| 30D | +17.9% | +0.8% | +17.0% | +17.6% |
| 3M | +15.3% | -26.8% | +42.1% | +17.4% |
| 6M | -9.4% | +72.6% | -82.0% | -14.3% |
| YTD | +13.4% | +103.6% | -90.2% | +5.8% |
| 1Y | +59.7% | +265.3% | -205.6% | +41.6% |
| 3Y | +283.6% | +689.4% | -405.8% | +200.7% |
| 5Y | +217.6% | +75.3% | +142.3% | +154.1% |
| All | +350.8% | +422.3% | -71.5% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling