+563.1%
HPE vs XOP
+58.6%
+504.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.1% | +12.3% | +12.4% |
| 7D | +19.4% | +2.6% | +16.8% | +18.2% |
| 30D | +5.6% | +9.6% | -4.0% | +1.7% |
| 3M | +33.1% | +20.4% | +12.7% | +22.9% |
| 6M | +192.5% | +19.9% | +172.6% | +168.6% |
| YTD | +160.9% | +56.4% | +104.5% | +114.8% |
| 1Y | +155.0% | +52.4% | +102.5% | +111.5% |
| 3Y | +289.4% | +39.9% | +249.5% | +230.9% |
| 5Y | +395.7% | +163.7% | +231.9% | +215.2% |
| All | +563.1% | +58.6% | +504.5% | +315.9% |
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