+378.9%
HL vs XME
+246.2%
+132.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.3% |
| 7D | +7.1% | +3.6% | +3.5% | +3.1% |
| 30D | +21.4% | +3.6% | +17.8% | +17.3% |
| 3M | +37.4% | +1.2% | +36.2% | +37.3% |
| 6M | +0.4% | +9.0% | -8.6% | -6.3% |
| YTD | +6.7% | +15.9% | -9.2% | -4.4% |
| 1Y | +102.4% | +43.2% | +59.2% | +46.8% |
| 3Y | +417.4% | +137.4% | +280.0% | +127.0% |
| 5Y | +243.3% | +185.0% | +58.3% | +24.6% |
| 10Y | +242.6% | +409.5% | -166.9% | -28.7% |
| All | +378.9% | +246.2% | +132.8% | +49.0% |
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