-2.6%
HD vs XOP
+37.2%
-39.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.4% |
| 7D | +5.2% | -8.4% | +13.6% | +2.4% |
| 30D | +20.7% | -8.4% | +29.1% | +17.5% |
| 3M | +0.8% | +0.2% | +0.6% | +1.0% |
| 6M | +12.2% | +7.2% | +5.0% | +15.5% |
| YTD | +4.2% | +40.8% | -36.6% | +0.7% |
| 1Y | -2.6% | +36.3% | -38.8% | -5.9% |
| All | -2.6% | +37.2% | -39.7% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling