+420.1%
HUT vs XME
+249.2%
+170.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.0% |
| 7D | +17.8% | -0.1% | +17.9% | +17.8% |
| 30D | +0.8% | +6.0% | -5.1% | -5.9% |
| 3M | -26.8% | -7.7% | -19.0% | -20.2% |
| 6M | +72.6% | +1.0% | +71.6% | +75.8% |
| YTD | +103.6% | +14.6% | +89.0% | +86.7% |
| 1Y | +265.3% | +46.0% | +219.3% | +171.6% |
| 3Y | +689.4% | +127.0% | +562.4% | +306.5% |
| 5Y | +75.3% | +175.8% | -100.5% | -17.4% |
| All | +420.1% | +249.2% | +170.9% | +50.0% |
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