-36.6%
HDB vs XME
+185.0%
-221.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.2% |
| 7D | -2.0% | +3.6% | -5.7% | -2.7% |
| 30D | -4.9% | +3.6% | -8.5% | -5.7% |
| 3M | -2.3% | +1.2% | -3.5% | -2.9% |
| 6M | -23.7% | +9.0% | -32.8% | -25.5% |
| YTD | -38.5% | +15.9% | -54.4% | -41.0% |
| 1Y | -36.5% | +43.2% | -79.6% | -42.3% |
| 3Y | -28.5% | +137.4% | -165.8% | -43.5% |
| All | -36.6% | +185.0% | -221.7% | -54.0% |
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