+25.9%
HD vs XME
+84.7%
-58.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.5% |
| 7D | +4.3% | -4.5% | +8.8% | +5.2% |
| 30D | +20.2% | -10.9% | +31.1% | +22.7% |
| 3M | -1.0% | -15.3% | +14.3% | +2.0% |
| 6M | +7.9% | -24.6% | +32.5% | +13.4% |
| YTD | +2.0% | -9.6% | +11.6% | +1.9% |
| 1Y | -4.3% | +2.9% | -7.2% | -7.6% |
| 3Y | +25.9% | +86.9% | -61.0% | -6.8% |
| All | +25.9% | +84.7% | -58.8% | -6.8% |
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 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