+7.4%
HAL vs XME
+412.4%
-405.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +10.9% | +1.4% | +9.5% | +9.0% |
| 3M | -5.8% | +2.7% | -8.6% | -10.1% |
| 6M | +8.1% | +6.5% | +1.6% | -2.7% |
| YTD | +33.2% | +15.2% | +18.0% | +9.7% |
| 1Y | +74.2% | +43.5% | +30.7% | +13.3% |
| 3Y | -3.7% | +135.9% | -139.6% | -62.3% |
| 5Y | +111.9% | +181.5% | -69.6% | -33.7% |
| 10Y | +7.4% | +436.9% | -429.5% | -82.6% |
| All | +7.4% | +412.4% | -405.0% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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