+1,581.2%
HWM vs XME
+418.7%
+1,162.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -8.0% | -0.2% | -7.8% | -8.0% |
| 30D | -18.0% | +1.4% | -19.4% | -19.3% |
| 3M | -9.5% | +2.7% | -12.2% | -12.2% |
| 6M | -8.4% | +6.5% | -14.9% | -14.4% |
| YTD | +13.6% | +15.2% | -1.6% | -0.8% |
| 1Y | +30.2% | +43.5% | -13.3% | -3.9% |
| 3Y | +392.2% | +135.9% | +256.4% | +147.3% |
| 5Y | +645.2% | +181.5% | +463.7% | +206.2% |
| All | +1,581.2% | +418.7% | +1,162.5% | +300.3% |
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