+1,371.8%
HD vs XOP
+82.9%
+1,288.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.1% |
| 7D | -2.1% | +2.6% | -4.6% | -2.7% |
| 30D | -8.4% | +15.4% | -23.9% | -11.6% |
| 3M | +4.3% | +12.1% | -7.7% | +1.0% |
| 6M | -11.1% | +19.7% | -30.8% | -16.1% |
| YTD | -4.7% | +52.4% | -57.1% | -15.4% |
| 1Y | -19.8% | +47.6% | -67.4% | -28.5% |
| 3Y | +4.1% | +34.4% | -30.3% | -6.4% |
| 5Y | +10.3% | +154.4% | -144.1% | -18.8% |
| 10Y | +203.2% | +54.7% | +148.5% | +123.7% |
| All | +1,371.8% | +82.9% | +1,288.8% | +735.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling