+25.6%
HYG vs XOP
+36.3%
-10.6%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.7% | +2.6% | -3.3% | -0.8% |
| 30D | -0.7% | +9.6% | -10.3% | -1.2% |
| 3M | -0.2% | +20.4% | -20.6% | -1.2% |
| 6M | +1.4% | +19.9% | -18.5% | +0.2% |
| YTD | +1.5% | +56.4% | -54.9% | -2.1% |
| 1Y | +2.9% | +52.4% | -49.6% | -0.6% |
| 3Y | +25.6% | +39.9% | -14.2% | +20.2% |
| All | +25.6% | +36.3% | -10.6% | +20.2% |
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