+433.3%
HUT vs XME
+250.9%
+182.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.9% |
| 7D | +18.9% | -0.2% | +19.1% | +19.2% |
| 30D | +12.0% | +1.4% | +10.6% | +10.1% |
| 3M | -14.9% | +2.7% | -17.6% | -17.6% |
| 6M | +96.8% | +6.5% | +90.3% | +89.4% |
| YTD | +108.8% | +15.2% | +93.6% | +90.7% |
| 1Y | +227.4% | +43.5% | +183.9% | +148.1% |
| 3Y | +760.3% | +135.9% | +624.4% | +328.0% |
| 5Y | +86.1% | +181.5% | -95.4% | -13.6% |
| All | +433.3% | +250.9% | +182.5% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling