+138.4%
HLT vs XME
+162.6%
-24.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -0.1% |
| 30D | -5.0% | -2.7% | -2.3% | -4.3% |
| 3M | -10.4% | -3.9% | -6.5% | -9.6% |
| 6M | +3.2% | -1.0% | +4.2% | +2.1% |
| YTD | +6.7% | +9.8% | -3.1% | +0.1% |
| 1Y | +10.3% | +32.5% | -22.3% | -5.7% |
| 3Y | +99.3% | +124.3% | -25.0% | +30.7% |
| All | +138.4% | +162.6% | -24.1% | +40.2% |
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