+93.0%
XME vs HBM
+424.8%
-331.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | +0.3% | +2.2% | -1.9% | -0.6% |
| 30D | -6.1% | -11.8% | +5.7% | -1.3% |
| 3M | -18.6% | -19.2% | +0.6% | -11.5% |
| 6M | -23.9% | -22.9% | -1.0% | -16.7% |
| YTD | -9.3% | +7.8% | -17.1% | -14.4% |
| 1Y | +1.8% | +34.9% | -33.2% | -12.0% |
| 3Y | +93.0% | +422.2% | -329.2% | -3.8% |
| All | +93.0% | +424.8% | -331.8% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling