-23.2%
HD vs XOP
+52.0%
-75.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -1.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.0% |
| 30D | -11.1% | +16.5% | -27.7% | -7.4% |
| 3M | +2.0% | +15.7% | -13.7% | +6.6% |
| 6M | -10.5% | +19.2% | -29.7% | -7.1% |
| YTD | -6.9% | +55.0% | -61.8% | -5.6% |
| 1Y | -23.2% | +54.2% | -77.4% | -21.8% |
| All | -23.2% | +52.0% | -75.2% | -21.8% |
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 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