+94.1%
HUT vs XME
+179.6%
-85.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.1% | +5.2% | +4.8% |
| 7D | +28.3% | +3.6% | +24.6% | +22.1% |
| 30D | +12.3% | +3.6% | +8.7% | +6.3% |
| 3M | -16.8% | +1.2% | -18.0% | -19.0% |
| 6M | +111.4% | +9.0% | +102.3% | +91.6% |
| YTD | +116.6% | +15.9% | +100.6% | +86.0% |
| 1Y | +290.5% | +43.2% | +247.3% | +162.8% |
| 3Y | +792.3% | +137.4% | +654.9% | +228.1% |
| 5Y | +94.1% | +185.0% | -90.9% | -37.7% |
| All | +94.1% | +179.6% | -85.5% | -37.7% |
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