+116.4%
HPE vs XOP
+45.9%
+70.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.4% | +0.7% | -4.1% |
| 7D | -17.0% | -10.5% | -6.5% | -14.7% |
| 30D | -26.7% | -4.3% | -22.4% | -25.7% |
| 3M | -4.1% | +4.7% | -8.8% | -4.7% |
| 6M | +75.4% | -0.1% | +75.5% | +77.0% |
| YTD | +111.0% | +43.8% | +67.2% | +84.0% |
| 1Y | +116.4% | +45.3% | +71.2% | +86.1% |
| All | +116.4% | +45.9% | +70.6% | +86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling