+396.0%
HPE vs GDXJ
+229.9%
+166.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.1% | +11.4% | +12.2% |
| 7D | +19.4% | -2.8% | +22.2% | +20.1% |
| 30D | +5.6% | +5.0% | +0.7% | +4.6% |
| 3M | +33.1% | +24.1% | +9.0% | +27.3% |
| 6M | +192.5% | -7.4% | +199.8% | +192.0% |
| YTD | +160.9% | +10.2% | +150.7% | +152.1% |
| 1Y | +155.0% | +42.5% | +112.4% | +134.5% |
| 3Y | +289.4% | +285.7% | +3.7% | +193.5% |
| All | +396.0% | +229.9% | +166.1% | +273.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling