+117.0%
HST vs XME
+242.3%
-125.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -12.3% | +6.0% | -18.2% | -15.8% |
| 3M | -6.4% | -7.7% | +1.4% | -3.2% |
| 6M | +15.0% | +1.0% | +14.1% | +10.9% |
| YTD | +30.5% | +14.6% | +15.9% | +14.6% |
| 1Y | +35.7% | +46.0% | -10.3% | +0.2% |
| 3Y | +68.4% | +127.0% | -58.6% | -9.6% |
| 5Y | +73.1% | +175.8% | -102.7% | -22.2% |
| 10Y | +92.7% | +414.6% | -321.9% | -48.5% |
| All | +117.0% | +242.3% | -125.4% | -43.2% |
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 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