+414.9%
XME vs HBM
+613.3%
-198.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -0.1% | -6.4% | +6.2% | +2.4% |
| 30D | +6.0% | +5.9% | +0.1% | +3.6% |
| 3M | -7.7% | -8.9% | +1.2% | -5.4% |
| 6M | +1.0% | +10.7% | -9.7% | -4.8% |
| YTD | +14.6% | +38.3% | -23.6% | -1.3% |
| 1Y | +46.0% | +121.3% | -75.4% | +4.7% |
| 3Y | +127.0% | +450.6% | -323.6% | +8.7% |
| 5Y | +175.8% | +338.0% | -162.2% | +35.3% |
| 10Y | +414.6% | +578.6% | -164.0% | +65.5% |
| All | +414.9% | +613.3% | -198.5% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling