+6.4%
OXY vs XHB
+215.4%
-209.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | +2.8% | -4.6% | +7.5% | +5.5% |
| 30D | +5.5% | -9.1% | +14.6% | +10.9% |
| 3M | +11.3% | -8.6% | +19.9% | +15.1% |
| 6M | +11.6% | -4.0% | +15.6% | +9.3% |
| YTD | +51.6% | -3.9% | +55.5% | +47.4% |
| 1Y | +36.2% | -16.5% | +52.7% | +44.4% |
| 3Y | +1.7% | +22.6% | -20.9% | -21.6% |
| 5Y | +164.5% | +33.9% | +130.5% | +81.1% |
| All | +6.4% | +215.4% | -209.0% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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