+501.6%
HUT vs XME
+100.3%
+401.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +6.6% |
| 7D | +24.8% | +1.5% | +23.3% | +22.5% |
| 30D | -28.4% | -7.3% | -21.1% | -18.3% |
| 3M | -31.2% | -17.4% | -13.8% | -7.5% |
| 6M | -40.2% | -21.8% | -18.4% | -13.2% |
| YTD | +32.9% | -6.0% | +38.9% | +54.6% |
| 1Y | +39.1% | +3.8% | +35.3% | +43.7% |
| All | +501.6% | +100.3% | +401.2% | +198.2% |
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 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