+741.5%
HWM vs XME
+176.2%
+565.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -11.0% | +6.0% | -17.0% | -13.9% |
| 3M | +4.0% | -7.7% | +11.8% | +7.1% |
| 6M | -0.2% | +1.0% | -1.2% | -2.4% |
| YTD | +26.7% | +14.6% | +12.0% | +14.7% |
| 1Y | +44.7% | +46.0% | -1.2% | +13.7% |
| 3Y | +426.1% | +127.0% | +299.1% | +216.3% |
| All | +741.5% | +176.2% | +565.2% | +335.7% |
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