+189.2%
HAS vs XME
+84.7%
+104.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.9% | -1.4% |
| 7D | -0.2% | -4.5% | +4.3% | +1.0% |
| 30D | +31.0% | -10.9% | +41.9% | +34.7% |
| 3M | +30.7% | -15.3% | +45.9% | +35.6% |
| 6M | +23.9% | -24.6% | +48.5% | +32.2% |
| YTD | +48.3% | -9.6% | +57.9% | +46.5% |
| 1Y | +60.2% | +2.9% | +57.3% | +50.2% |
| 3Y | +189.2% | +86.9% | +102.3% | +83.7% |
| All | +189.2% | +84.7% | +104.5% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling