-5.8%
GDXJ vs USHY
+2.7%
-8.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +2.9% |
| 7D | +0.9% | -0.1% | +1.1% | +2.1% |
| 30D | +8.8% | 0.0% | +8.9% | +9.4% |
| 3M | +29.8% | +0.8% | +29.0% | +22.3% |
| 6M | -5.8% | +1.9% | -7.7% | -15.3% |
| All | -5.8% | +2.7% | -8.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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