+9.9%
HD vs XME
+176.5%
-166.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | -8.4% | +6.0% | -14.4% | -9.9% |
| 3M | +4.3% | -7.7% | +12.1% | +6.1% |
| 6M | -11.1% | +1.0% | -12.1% | -12.2% |
| YTD | -4.7% | +14.6% | -19.3% | -9.7% |
| 1Y | -19.8% | +46.0% | -65.8% | -30.0% |
| 3Y | +4.1% | +127.0% | -122.9% | -22.4% |
| All | +9.9% | +176.5% | -166.6% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling