+575.2%
HLT vs XOP
+58.6%
+516.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -1.6% | +2.6% | -4.2% | -2.4% |
| 30D | -5.0% | +9.6% | -14.6% | -7.6% |
| 3M | -10.4% | +20.4% | -30.8% | -15.5% |
| 6M | +3.2% | +19.9% | -16.7% | -3.6% |
| YTD | +6.7% | +56.4% | -49.7% | -8.5% |
| 1Y | +10.3% | +52.4% | -42.2% | -5.1% |
| 3Y | +99.3% | +39.9% | +59.5% | +73.3% |
| 5Y | +143.7% | +163.7% | -20.0% | +68.5% |
| All | +575.2% | +58.6% | +516.6% | +349.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling