+8.2%
HD vs XOP
+76.5%
-68.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +3.6% | -10.0% | +13.6% | +4.8% |
| 30D | +21.6% | -9.1% | +30.6% | +22.6% |
| 3M | +0.1% | +5.1% | -5.0% | -1.0% |
| 6M | +13.0% | +6.4% | +6.6% | +11.1% |
| YTD | +4.9% | +39.7% | -34.8% | -3.0% |
| 1Y | -2.1% | +37.2% | -39.3% | -9.2% |
| 3Y | +32.6% | +37.6% | -5.0% | +21.1% |
| 5Y | +8.2% | +76.5% | -68.3% | -5.5% |
| All | +8.2% | +76.5% | -68.2% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling