+82.6%
HST vs XME
+90.6%
-8.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.1% |
| 7D | -2.7% | -4.5% | +1.8% | -1.3% |
| 30D | +10.7% | -10.9% | +21.6% | +14.6% |
| 3M | +6.3% | -15.3% | +21.5% | +11.2% |
| 6M | +19.0% | -24.6% | +43.6% | +28.8% |
| YTD | +47.0% | -9.6% | +56.7% | +46.6% |
| 1Y | +53.4% | +2.9% | +50.5% | +44.5% |
| All | +82.6% | +90.6% | -8.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling