+398.8%
HL vs XME
+124.3%
+274.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | +1.0% |
| 7D | -5.6% | -3.0% | -2.6% | -1.7% |
| 30D | +12.7% | -2.6% | +15.3% | +17.1% |
| 3M | +42.5% | +2.2% | +40.4% | +39.6% |
| 6M | -9.0% | +0.7% | -9.7% | -8.5% |
| YTD | +4.4% | +10.9% | -6.5% | -4.4% |
| 1Y | +82.7% | +35.7% | +47.0% | +30.6% |
| All | +398.8% | +124.3% | +274.5% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling