+362.8%
HPE vs XOP
+165.6%
+197.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +4.9% |
| 7D | +13.6% | +1.0% | +12.7% | +13.3% |
| 30D | +7.7% | +10.8% | -3.1% | +3.2% |
| 3M | +22.4% | +19.5% | +2.9% | +13.0% |
| 6M | +172.6% | +21.6% | +151.0% | +147.9% |
| YTD | +147.5% | +55.8% | +91.7% | +101.7% |
| 1Y | +151.8% | +54.6% | +97.1% | +105.3% |
| 3Y | +267.1% | +36.6% | +230.4% | +208.2% |
| 5Y | +362.8% | +160.6% | +202.1% | +190.4% |
| All | +362.8% | +165.6% | +197.1% | +190.4% |
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 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