+243.8%
HPQ vs XME
+421.4%
-177.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.0% | +9.4% | +8.9% |
| 7D | +9.8% | -4.2% | +14.0% | +11.9% |
| 30D | +22.4% | -2.7% | +25.1% | +23.2% |
| 3M | +45.2% | -3.9% | +49.1% | +46.3% |
| 6M | +96.4% | -1.0% | +97.4% | +92.2% |
| YTD | +65.4% | +9.8% | +55.6% | +50.9% |
| 1Y | +31.6% | +32.5% | -1.0% | +7.4% |
| 3Y | +37.0% | +124.3% | -87.3% | -18.0% |
| 5Y | +53.0% | +165.8% | -112.8% | -19.2% |
| All | +243.8% | +421.4% | -177.5% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling