+56.7%
HST vs XME
-2.0%
+58.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +11.2% | -6.1% | +17.3% | +12.4% |
| 3M | +13.1% | -18.6% | +31.7% | +16.7% |
| 6M | +23.9% | -23.9% | +47.8% | +29.1% |
| YTD | +52.3% | -9.3% | +61.6% | +50.9% |
| 1Y | +56.7% | +1.8% | +54.9% | +51.2% |
| All | +56.7% | -2.0% | +58.7% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling