+153.0%
HYG vs XOP
+50.9%
+102.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -0.2% | +1.0% | -1.1% | -0.3% |
| 30D | -0.1% | +10.8% | -10.9% | -1.5% |
| 3M | +0.7% | +19.5% | -18.8% | -1.8% |
| 6M | +1.5% | +21.6% | -20.1% | -1.5% |
| YTD | +1.9% | +55.8% | -53.9% | -4.5% |
| 1Y | +3.7% | +54.6% | -50.9% | -2.9% |
| 3Y | +26.5% | +36.6% | -10.2% | +19.3% |
| 5Y | +19.0% | +160.6% | -141.7% | +0.3% |
| 10Y | +56.5% | +56.2% | +0.3% | +32.5% |
| All | +153.0% | +50.9% | +102.0% | +85.2% |
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 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