+1,773.8%
HWM vs XME
+416.3%
+1,357.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.2% |
| 30D | -11.0% | +6.0% | -17.0% | -14.9% |
| 3M | +4.0% | -7.7% | +11.8% | +7.9% |
| 6M | -0.2% | +1.0% | -1.2% | -3.4% |
| YTD | +26.7% | +14.6% | +12.0% | +11.0% |
| 1Y | +44.7% | +46.0% | -1.2% | +5.6% |
| 3Y | +426.1% | +127.0% | +299.1% | +171.9% |
| 5Y | +738.5% | +175.8% | +562.7% | +250.2% |
| All | +1,773.8% | +416.3% | +1,357.6% | +347.9% |
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