+253.6%
XME vs HBM
+281.1%
-27.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +0.3% | +2.2% | -1.9% | -0.5% |
| 30D | -6.1% | -11.8% | +5.7% | -1.7% |
| 3M | -18.6% | -19.2% | +0.6% | -12.2% |
| 6M | -23.9% | -22.9% | -1.0% | -17.3% |
| YTD | -9.3% | +7.8% | -17.1% | -14.2% |
| 1Y | +1.8% | +34.9% | -33.2% | -11.4% |
| 3Y | +93.0% | +422.2% | -329.2% | -3.0% |
| 5Y | +107.0% | +192.8% | -85.8% | +20.5% |
| All | +253.6% | +281.1% | -27.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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