+205.0%
HD vs XME
+401.9%
-196.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | -1.2% | +3.6% | -4.8% | -2.3% |
| 30D | -11.1% | +3.6% | -14.8% | -12.3% |
| 3M | +2.0% | +1.2% | +0.8% | +1.1% |
| 6M | -10.5% | +9.0% | -19.5% | -14.0% |
| YTD | -6.9% | +15.9% | -22.8% | -13.0% |
| 1Y | -23.2% | +43.2% | -66.4% | -34.0% |
| 3Y | +3.1% | +137.4% | -134.3% | -27.4% |
| 5Y | +7.4% | +185.0% | -177.7% | -31.5% |
| 10Y | +205.0% | +409.5% | -204.5% | +33.3% |
| All | +205.0% | +401.9% | -196.9% | +33.3% |
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