+635.0%
HLT vs XME
+252.5%
+382.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.2% |
| 7D | -2.6% | -3.0% | +0.5% | -1.5% |
| 30D | -2.6% | -2.6% | 0.0% | -1.9% |
| 3M | -9.4% | +2.2% | -11.6% | -10.9% |
| 6M | +2.7% | +0.7% | +2.0% | +0.9% |
| YTD | +6.8% | +10.9% | -4.2% | -0.2% |
| 1Y | +12.4% | +35.7% | -23.4% | -4.3% |
| 3Y | +100.2% | +127.1% | -27.0% | +34.5% |
| 5Y | +143.7% | +168.5% | -24.7% | +49.3% |
| 10Y | +584.9% | +416.9% | +167.9% | +204.2% |
| All | +635.0% | +252.5% | +382.6% | +246.6% |
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