+246.3%
HPE vs XOP
+36.1%
+210.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.5% | -6.4% |
| 7D | +1.4% | +1.6% | -0.2% | +0.7% |
| 30D | +1.5% | +9.6% | -8.0% | -2.9% |
| 3M | +21.7% | +16.9% | +4.8% | +12.2% |
| 6M | +164.2% | +24.0% | +140.1% | +132.5% |
| YTD | +132.1% | +56.2% | +75.9% | +78.9% |
| 1Y | +130.6% | +51.8% | +78.9% | +80.0% |
| All | +246.3% | +36.1% | +210.2% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling