+402.6%
XME vs HRB
+209.1%
+193.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -4.2% | -8.0% | +3.8% | -2.4% |
| 30D | -2.7% | -16.0% | +13.3% | +1.1% |
| 3M | -3.9% | +26.9% | -30.8% | -10.6% |
| 6M | -1.0% | +51.1% | -52.1% | -13.5% |
| YTD | +9.8% | +7.1% | +2.8% | +5.1% |
| 1Y | +32.5% | -9.6% | +42.2% | +32.9% |
| 3Y | +124.3% | +25.4% | +98.9% | +96.8% |
| 5Y | +165.8% | +114.9% | +50.9% | +90.5% |
| All | +402.6% | +209.1% | +193.5% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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