+621.7%
HPE vs XOP
+50.5%
+571.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.6% | -4.1% |
| 7D | -0.6% | +2.6% | -3.2% | -1.6% |
| 30D | -2.3% | +15.4% | -17.7% | -7.9% |
| 3M | -2.9% | +12.1% | -14.9% | -7.7% |
| 6M | +143.6% | +19.7% | +123.9% | +123.6% |
| YTD | +118.5% | +52.4% | +66.1% | +81.7% |
| 1Y | +129.2% | +47.6% | +81.6% | +92.6% |
| 3Y | +212.5% | +34.4% | +178.2% | +169.9% |
| 5Y | +286.9% | +154.4% | +132.5% | +149.5% |
| 10Y | +432.3% | +54.7% | +377.7% | +245.4% |
| All | +621.7% | +50.5% | +571.2% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling