+326.1%
HWM vs XME
+84.7%
+241.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.8% | +1.1% |
| 7D | +3.4% | -4.5% | +7.8% | +5.4% |
| 30D | -7.5% | -10.9% | +3.3% | -3.0% |
| 3M | -28.9% | -15.3% | -13.6% | -24.4% |
| 6M | -19.6% | -24.6% | +5.0% | -10.9% |
| YTD | +0.6% | -9.6% | +10.2% | +0.7% |
| 1Y | +0.3% | +2.9% | -2.6% | -6.2% |
| 3Y | +326.1% | +86.9% | +239.2% | +189.7% |
| All | +326.1% | +84.7% | +241.5% | +189.7% |
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 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