+227.9%
HPQ vs XOP
+78.0%
+149.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.3% |
| 7D | +3.2% | +6.3% | -3.2% | +0.8% |
| 30D | -3.6% | -6.6% | +3.0% | -1.6% |
| 3M | -5.3% | +3.6% | -8.8% | -7.0% |
| 6M | +41.1% | +10.8% | +30.4% | +34.4% |
| YTD | +36.9% | +48.3% | -11.4% | +15.8% |
| 1Y | +23.5% | +42.9% | -19.4% | +5.9% |
| 3Y | +19.6% | +43.3% | -23.7% | +1.3% |
| 5Y | +11.4% | +94.0% | -82.6% | -18.8% |
| 10Y | +160.6% | +53.7% | +106.9% | +78.9% |
| All | +227.9% | +78.0% | +149.9% | +80.9% |
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 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