+220.1%
HUT vs XOP
+62.6%
+157.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.6% |
| 7D | +9.3% | +6.3% | +3.0% | +6.1% |
| 30D | -23.1% | -6.6% | -16.5% | -20.2% |
| 3M | -30.6% | +3.6% | -34.2% | -32.1% |
| 6M | -46.9% | +10.8% | -57.6% | -50.2% |
| YTD | +25.3% | +48.3% | -22.9% | -2.4% |
| 1Y | +59.8% | +42.9% | +16.9% | +27.7% |
| 3Y | +467.2% | +43.3% | +423.9% | +361.7% |
| 5Y | -24.6% | +94.0% | -118.6% | -45.7% |
| All | +220.1% | +62.6% | +157.5% | +94.8% |
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