+168.5%
XME vs HRB
+109.9%
+58.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.7% |
| 7D | -3.0% | -12.2% | +9.1% | -1.9% |
| 30D | -2.6% | -3.0% | +0.4% | -2.6% |
| 3M | +2.2% | +21.7% | -19.6% | -0.8% |
| 6M | +0.7% | +52.3% | -51.6% | -6.2% |
| YTD | +10.9% | +6.5% | +4.4% | +10.6% |
| 1Y | +35.7% | -6.7% | +42.4% | +38.8% |
| 3Y | +127.1% | +25.1% | +102.0% | +107.7% |
| 5Y | +168.5% | +113.8% | +54.7% | +113.5% |
| All | +168.5% | +109.9% | +58.6% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling