+180.7%
HIMS vs GDXJ
+269.4%
-88.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -0.7% | -2.8% | +2.1% | 0.0% |
| 30D | -8.2% | +5.0% | -13.2% | -9.1% |
| 3M | -4.7% | +24.1% | -28.8% | -9.6% |
| 6M | +6.3% | -7.4% | +13.6% | +7.3% |
| YTD | -15.3% | +10.2% | -25.5% | -18.8% |
| 1Y | -46.9% | +42.5% | -89.4% | -52.0% |
| 3Y | +321.3% | +285.7% | +35.6% | +198.1% |
| 5Y | +215.8% | +231.9% | -16.0% | +125.5% |
| All | +180.7% | +269.4% | -88.7% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling