+26.4%
HAL vs XME
+175.1%
-148.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +1.0% |
| 7D | +2.6% | +5.3% | -2.7% | -1.5% |
| 30D | -0.1% | -8.2% | +8.1% | +5.6% |
| 3M | -1.1% | -18.4% | +17.3% | +13.2% |
| 6M | -20.7% | -22.8% | +2.1% | -7.9% |
| YTD | +17.5% | -7.9% | +25.4% | +16.2% |
| 1Y | +24.1% | -0.9% | +25.0% | +15.2% |
| 3Y | -8.4% | +96.0% | -104.3% | -52.1% |
| 5Y | +53.2% | +110.3% | -57.1% | -25.3% |
| 10Y | -17.2% | +272.8% | -290.1% | -72.5% |
| All | +26.4% | +175.1% | -148.6% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling