+237.8%
XME vs HRB
+326.0%
-88.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.5% |
| 7D | -0.1% | -5.7% | +5.6% | +1.8% |
| 30D | +6.0% | +7.9% | -1.9% | +2.5% |
| 3M | -7.7% | +32.1% | -39.9% | -17.8% |
| 6M | +1.0% | +62.2% | -61.3% | -18.5% |
| YTD | +14.6% | +16.4% | -1.8% | +3.7% |
| 1Y | +46.0% | -0.3% | +46.2% | +39.0% |
| 3Y | +127.0% | +36.0% | +91.0% | +85.1% |
| 5Y | +175.8% | +125.2% | +50.6% | +77.4% |
| 10Y | +414.6% | +237.7% | +177.0% | +148.0% |
| All | +237.8% | +326.0% | -88.3% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling