+55.7%
HAS vs XME
+401.9%
-346.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -3.1% | +3.6% | -6.7% | -4.4% |
| 30D | -2.7% | +3.6% | -6.3% | -4.3% |
| 3M | +8.9% | +1.2% | +7.7% | +7.7% |
| 6M | -2.9% | +9.0% | -12.0% | -7.9% |
| YTD | +12.6% | +15.9% | -3.3% | +3.4% |
| 1Y | +17.5% | +43.2% | -25.7% | -2.3% |
| 3Y | +46.2% | +137.4% | -91.2% | -3.7% |
| 5Y | +12.6% | +185.0% | -172.5% | -34.1% |
| 10Y | +55.7% | +409.5% | -353.8% | -39.5% |
| All | +55.7% | +401.9% | -346.3% | -39.5% |
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