+717.5%
HPE vs GDXJ
+579.6%
+137.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +5.0% |
| 7D | +13.6% | +0.9% | +12.7% | +13.6% |
| 30D | +7.7% | +8.8% | -1.1% | +6.7% |
| 3M | +22.4% | +29.8% | -7.5% | +18.9% |
| 6M | +172.6% | -5.8% | +178.4% | +172.0% |
| YTD | +147.5% | +13.6% | +133.9% | +142.4% |
| 1Y | +151.8% | +54.5% | +97.3% | +139.5% |
| 3Y | +267.1% | +301.4% | -34.3% | +219.8% |
| 5Y | +362.8% | +236.3% | +126.4% | +303.2% |
| 10Y | +540.2% | +240.1% | +300.1% | +464.5% |
| All | +717.5% | +579.6% | +137.9% | +561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling