+4.4%
HWM vs XME
+5.2%
-0.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | +9.4% | -5.5% | +14.9% | +11.2% |
| 30D | -7.0% | -11.1% | +4.1% | -3.7% |
| 3M | -25.9% | -11.1% | -14.7% | -23.9% |
| 6M | -10.8% | -18.0% | +7.2% | -7.3% |
| YTD | +4.3% | -7.4% | +11.7% | -0.1% |
| 1Y | +4.4% | +6.7% | -2.3% | -4.8% |
| All | +4.4% | +5.2% | -0.8% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling