+857.8%
HAS vs XME
+242.3%
+615.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +2.3% | +6.0% | -3.7% | +0.2% |
| 3M | +10.4% | -7.7% | +18.1% | +12.5% |
| 6M | -3.2% | +1.0% | -4.2% | -4.9% |
| YTD | +15.4% | +14.6% | +0.8% | +8.3% |
| 1Y | +18.8% | +46.0% | -27.2% | +2.3% |
| 3Y | +43.9% | +127.0% | -83.1% | +6.2% |
| 5Y | +13.9% | +175.8% | -161.9% | -22.9% |
| 10Y | +56.4% | +414.6% | -358.2% | -17.3% |
| All | +857.8% | +242.3% | +615.5% | +366.0% |
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