+44.7%
HBAN vs XME
+244.0%
-199.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -5.5% | +1.4% | -6.9% | -6.6% |
| 3M | -0.2% | +2.7% | -3.0% | -3.0% |
| 6M | +5.2% | +6.5% | -1.4% | -1.1% |
| YTD | -2.3% | +15.2% | -17.5% | -13.3% |
| 1Y | -2.2% | +43.5% | -45.7% | -24.7% |
| 3Y | +73.8% | +135.9% | -62.0% | -1.4% |
| 5Y | +35.2% | +181.5% | -146.2% | -33.7% |
| 10Y | +155.4% | +436.9% | -281.5% | -18.7% |
| All | +44.7% | +244.0% | -199.3% | -55.0% |
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