+981.0%
HDB vs XME
+242.3%
+738.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -2.8% | +6.0% | -8.8% | -5.8% |
| 3M | -3.5% | -7.7% | +4.2% | -1.1% |
| 6M | -24.7% | +1.0% | -25.7% | -26.5% |
| YTD | -36.6% | +14.6% | -51.2% | -42.4% |
| 1Y | -34.4% | +46.0% | -80.3% | -47.6% |
| 3Y | -24.4% | +127.0% | -151.4% | -53.1% |
| 5Y | -35.4% | +175.8% | -211.2% | -65.9% |
| 10Y | +39.5% | +414.6% | -375.1% | -53.5% |
| All | +981.0% | +242.3% | +738.7% | +208.7% |
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