+108.1%
HST vs XME
+426.6%
-318.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +2.3% |
| 7D | +0.7% | -3.0% | +3.7% | +2.2% |
| 30D | -0.7% | -2.6% | +1.9% | +0.3% |
| 3M | -4.0% | +2.2% | -6.2% | -6.1% |
| 6M | +20.7% | +0.7% | +20.0% | +17.4% |
| YTD | +31.0% | +10.9% | +20.1% | +19.6% |
| 1Y | +36.2% | +35.7% | +0.5% | +9.5% |
| 3Y | +66.6% | +127.1% | -60.5% | -3.0% |
| 5Y | +75.8% | +168.5% | -92.7% | -11.1% |
| All | +108.1% | +426.6% | -318.5% | -34.5% |
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