+210.2%
HD vs XOP
+52.9%
+157.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.8% | +1.0% | -2.8% | -2.0% |
| 30D | -10.8% | +10.8% | -21.7% | -12.6% |
| 3M | -2.7% | +19.5% | -22.1% | -6.2% |
| 6M | -10.3% | +21.6% | -31.9% | -14.4% |
| YTD | -7.8% | +55.8% | -63.7% | -16.6% |
| 1Y | -23.1% | +54.6% | -77.8% | -30.5% |
| 3Y | +2.0% | +36.6% | -34.6% | -6.6% |
| 5Y | +6.2% | +160.6% | -154.4% | -17.1% |
| 10Y | +210.2% | +56.2% | +153.9% | +126.8% |
| All | +210.2% | +52.9% | +157.3% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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