-42.4%
HIMS vs GDXJ
+58.9%
-101.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.7% |
| 7D | -3.9% | +0.2% | -4.1% | -4.1% |
| 30D | -12.4% | +17.9% | -30.3% | -17.7% |
| 3M | -1.1% | +15.3% | -16.4% | -7.0% |
| 6M | +68.4% | -9.4% | +77.9% | +71.3% |
| YTD | -14.7% | +13.4% | -28.1% | -26.6% |
| 1Y | -42.4% | +59.7% | -102.1% | -62.3% |
| All | -42.4% | +58.9% | -101.3% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1y: compounded portfolio wealth divided by compounded GDXJ 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…
1y analysis · Full analysis span regression · 6 months rolling