+157.4%
HST vs XME
+179.0%
-21.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.8% |
| 7D | +0.6% | -0.2% | +0.7% | +0.5% |
| 30D | +14.5% | -9.2% | +23.6% | +21.0% |
| 3M | +15.4% | -17.8% | +33.2% | +28.8% |
| 6M | +22.0% | -20.0% | +42.0% | +35.9% |
| YTD | +54.9% | -6.6% | +61.4% | +53.2% |
| 1Y | +54.0% | +1.8% | +52.2% | +43.4% |
| 3Y | +90.4% | +98.7% | -8.3% | +10.0% |
| 5Y | +84.2% | +123.9% | -39.7% | -6.0% |
| 10Y | +144.6% | +277.9% | -133.3% | -20.1% |
| All | +157.4% | +179.0% | -21.5% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling