+159.0%
HIG vs XME
+244.0%
-85.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -0.5% | -0.2% | -0.2% | -0.4% |
| 30D | -2.8% | +1.4% | -4.2% | -4.1% |
| 3M | +6.3% | +2.7% | +3.6% | +2.7% |
| 6M | -0.1% | +6.5% | -6.6% | -7.3% |
| YTD | +0.4% | +15.2% | -14.8% | -12.7% |
| 1Y | +6.2% | +43.5% | -37.3% | -20.6% |
| 3Y | +101.6% | +135.9% | -34.3% | +5.4% |
| 5Y | +119.8% | +181.5% | -61.6% | -4.4% |
| 10Y | +311.7% | +436.9% | -125.1% | +2.4% |
| All | +159.0% | +244.0% | -85.0% | -29.4% |
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