+72.1%
HST vs XME
+110.4%
-38.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -1.4% |
| 7D | -2.7% | -4.5% | +1.8% | -0.8% |
| 30D | +10.7% | -10.9% | +21.6% | +15.9% |
| 3M | +6.3% | -15.3% | +21.5% | +12.9% |
| 6M | +19.0% | -24.6% | +43.6% | +31.8% |
| YTD | +47.0% | -9.6% | +56.7% | +47.5% |
| 1Y | +53.4% | +2.9% | +50.5% | +43.9% |
| 3Y | +78.0% | +86.9% | -8.9% | +17.4% |
| All | +72.1% | +110.4% | -38.3% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling