+1,520.2%
HD vs XOP
+67.7%
+1,452.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.6% | -10.0% | +13.6% | +6.0% |
| 30D | +21.6% | -9.1% | +30.6% | +23.9% |
| 3M | +0.1% | +5.1% | -5.0% | -1.6% |
| 6M | +13.0% | +6.4% | +6.6% | +10.0% |
| YTD | +4.9% | +39.7% | -34.8% | -5.4% |
| 1Y | -2.1% | +37.2% | -39.3% | -11.4% |
| 3Y | +32.6% | +37.6% | -5.0% | +18.0% |
| 5Y | +8.2% | +76.5% | -68.3% | -12.6% |
| 10Y | +257.9% | +42.6% | +215.3% | +168.6% |
| All | +1,520.2% | +67.7% | +1,452.4% | +835.2% |
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