+1,104.6%
HDB vs XME
+170.7%
+933.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +2.7% | +0.3% | +2.4% | +2.5% |
| 30D | +14.1% | -6.1% | +20.3% | +16.9% |
| 3M | +11.8% | -18.6% | +30.4% | +21.6% |
| 6M | +8.2% | -23.9% | +32.1% | +19.7% |
| YTD | -29.3% | -9.3% | -20.0% | -29.0% |
| 1Y | -28.8% | +1.8% | -30.5% | -32.5% |
| 3Y | -7.5% | +93.0% | -100.5% | -38.6% |
| 5Y | -23.1% | +107.0% | -130.0% | -53.6% |
| 10Y | +63.7% | +266.9% | -203.2% | -35.6% |
| All | +1,104.6% | +170.7% | +933.9% | +280.1% |
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