+135.3%
XME vs HBM
+506.5%
-371.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.2% | +5.5% | -5.7% | -2.5% |
| 30D | +1.4% | +3.3% | -1.9% | -0.1% |
| 3M | +2.7% | +12.7% | -9.9% | -3.1% |
| 6M | +6.5% | +28.2% | -21.7% | -5.7% |
| YTD | +15.2% | +45.3% | -30.1% | -3.5% |
| 1Y | +43.5% | +121.7% | -78.2% | +2.3% |
| All | +135.3% | +506.5% | -371.2% | +7.4% |
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