+402.6%
XME vs HBM
+619.2%
-216.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -4.2% | -3.3% | -0.9% | -3.1% |
| 30D | -2.7% | -4.8% | +2.1% | -1.1% |
| 3M | -3.9% | -0.4% | -3.5% | -4.6% |
| 6M | -1.0% | +17.9% | -18.9% | -8.6% |
| YTD | +9.8% | +33.7% | -23.9% | -3.9% |
| 1Y | +32.5% | +95.6% | -63.0% | +0.6% |
| 3Y | +124.3% | +458.1% | -333.8% | +10.1% |
| 5Y | +165.8% | +329.0% | -163.2% | +35.6% |
| All | +402.6% | +619.2% | -216.5% | +84.2% |
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