+1,113.5%
HDB vs XME
+180.8%
+932.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +6.9% | +1.5% | +5.4% | +6.0% |
| 30D | +15.2% | -7.3% | +22.5% | +18.7% |
| 3M | +11.7% | -17.4% | +29.1% | +20.7% |
| 6M | +7.5% | -21.8% | +29.3% | +17.6% |
| YTD | -28.8% | -6.0% | -22.8% | -29.7% |
| 1Y | -29.1% | +3.8% | -32.9% | -33.4% |
| 3Y | -7.0% | +100.0% | -107.0% | -39.3% |
| 5Y | -22.1% | +116.1% | -138.1% | -53.9% |
| 10Y | +64.9% | +280.6% | -215.7% | -36.2% |
| All | +1,113.5% | +180.8% | +932.7% | +276.7% |
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