+248.6%
HD vs XME
+260.6%
-12.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +18.0% | -6.1% | +24.1% | +20.0% |
| 3M | +2.8% | -18.6% | +21.4% | +9.1% |
| 6M | +17.0% | -23.9% | +40.9% | +25.9% |
| YTD | +3.5% | -9.3% | +12.9% | +4.1% |
| 1Y | -2.6% | +1.8% | -4.3% | -6.1% |
| 3Y | +30.7% | +93.0% | -62.3% | -2.7% |
| 5Y | +6.2% | +107.0% | -100.8% | -25.2% |
| All | +248.6% | +260.6% | -12.0% | +66.8% |
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