+114.2%
HIG vs XME
+162.6%
-48.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.5% | -4.2% | +2.8% | -0.6% |
| 30D | -0.4% | -2.7% | +2.4% | 0.0% |
| 3M | +6.7% | -3.9% | +10.6% | +7.1% |
| 6M | +2.0% | -1.0% | +2.9% | +0.9% |
| YTD | +0.3% | +9.8% | -9.5% | -4.3% |
| 1Y | +4.2% | +32.5% | -28.4% | -6.7% |
| 3Y | +102.2% | +124.3% | -22.1% | +48.8% |
| All | +114.2% | +162.6% | -48.4% | +42.3% |
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