+1,474.6%
HD vs XME
+169.9%
+1,304.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.8% |
| 7D | +4.3% | -4.5% | +8.8% | +5.7% |
| 30D | +20.2% | -10.9% | +31.1% | +24.0% |
| 3M | -1.0% | -15.3% | +14.3% | +3.4% |
| 6M | +7.9% | -24.6% | +32.5% | +15.9% |
| YTD | +2.0% | -9.6% | +11.6% | +2.9% |
| 1Y | -4.3% | +2.9% | -7.2% | -7.4% |
| 3Y | +25.9% | +86.9% | -61.0% | -0.7% |
| 5Y | +5.8% | +115.2% | -109.3% | -21.9% |
| 10Y | +262.5% | +305.7% | -43.2% | +106.8% |
| All | +1,474.6% | +169.9% | +1,304.7% | +678.7% |
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