+261.1%
HPQ vs XME
+242.3%
+18.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +14.4% | +6.0% | +8.5% | +11.3% |
| 3M | +25.6% | -7.7% | +33.4% | +28.6% |
| 6M | +75.0% | +1.0% | +74.1% | +70.8% |
| YTD | +50.7% | +14.6% | +36.1% | +37.9% |
| 1Y | +18.7% | +46.0% | -27.3% | -2.8% |
| 3Y | +21.5% | +127.0% | -105.5% | -18.9% |
| 5Y | +31.6% | +175.8% | -144.2% | -20.5% |
| 10Y | +216.1% | +414.6% | -198.6% | +41.4% |
| All | +261.1% | +242.3% | +18.7% | +57.3% |
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