+66.7%
HDB vs XME
+260.6%
-193.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +14.1% | -6.1% | +20.3% | +15.9% |
| 3M | +11.8% | -18.6% | +30.4% | +17.8% |
| 6M | +8.2% | -23.9% | +32.1% | +15.4% |
| YTD | -29.3% | -9.3% | -20.0% | -29.0% |
| 1Y | -28.8% | +1.8% | -30.5% | -31.1% |
| 3Y | -7.5% | +93.0% | -100.5% | -29.3% |
| 5Y | -23.1% | +107.0% | -130.0% | -44.8% |
| All | +66.7% | +260.6% | -193.9% | -14.6% |
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