+228.7%
HL vs XOP
+158.8%
+69.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -4.4% | +2.6% | -7.0% | -5.5% |
| 30D | +9.3% | +9.6% | -0.3% | +4.6% |
| 3M | +32.0% | +20.4% | +11.6% | +19.8% |
| 6M | -6.4% | +19.9% | -26.3% | -16.9% |
| YTD | +3.1% | +56.4% | -53.3% | -21.2% |
| 1Y | +77.6% | +52.4% | +25.1% | +37.0% |
| 3Y | +392.8% | +39.9% | +352.9% | +292.7% |
| All | +228.7% | +158.8% | +69.8% | +104.2% |
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 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