+1,509.1%
HD vs XOP
+69.0%
+1,440.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +5.2% | -8.4% | +13.6% | +7.2% |
| 30D | +20.7% | -8.4% | +29.1% | +22.8% |
| 3M | +0.8% | +0.2% | +0.6% | +0.2% |
| 6M | +12.2% | +7.2% | +5.0% | +9.1% |
| YTD | +4.2% | +40.8% | -36.6% | -6.2% |
| 1Y | -2.6% | +36.3% | -38.8% | -11.7% |
| 3Y | +30.0% | +37.2% | -7.2% | +15.8% |
| 5Y | +8.1% | +86.6% | -78.5% | -13.9% |
| 10Y | +247.2% | +44.0% | +203.1% | +159.9% |
| All | +1,509.1% | +69.0% | +1,440.0% | +827.0% |
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