+122.4%
HST vs XME
+260.6%
-138.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | +3.6% | +0.3% | +3.3% | +3.3% |
| 30D | +11.2% | -6.1% | +17.3% | +14.6% |
| 3M | +13.1% | -18.6% | +31.7% | +24.6% |
| 6M | +23.9% | -23.9% | +47.8% | +39.5% |
| YTD | +52.3% | -9.3% | +61.6% | +53.1% |
| 1Y | +56.7% | +1.8% | +54.9% | +47.1% |
| 3Y | +87.5% | +93.0% | -5.5% | +16.9% |
| 5Y | +82.8% | +107.0% | -24.2% | +5.1% |
| All | +122.4% | +260.6% | -138.1% | -21.5% |
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