+1,388.5%
HWM vs XME
+307.0%
+1,081.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.8% | +0.4% |
| 7D | +3.4% | -4.5% | +7.8% | +6.5% |
| 30D | -7.5% | -10.9% | +3.3% | -0.6% |
| 3M | -28.9% | -15.3% | -13.6% | -22.0% |
| 6M | -19.6% | -24.6% | +5.0% | -6.2% |
| YTD | +0.6% | -9.6% | +10.2% | +2.2% |
| 1Y | +0.3% | +2.9% | -2.6% | -7.2% |
| 3Y | +326.1% | +86.9% | +239.2% | +147.7% |
| 5Y | +525.2% | +115.2% | +410.0% | +206.2% |
| 10Y | +1,492.9% | +305.7% | +1,187.1% | +342.9% |
| All | +1,388.5% | +307.0% | +1,081.5% | +312.1% |
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