+1.2%
OXY vs XHB
+21.1%
-19.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.5% |
| 7D | +1.4% | -5.2% | +6.6% | +2.0% |
| 30D | +4.0% | -12.1% | +16.2% | +5.7% |
| 3M | +7.6% | -6.2% | +13.8% | +7.6% |
| 6M | +16.2% | -6.7% | +22.9% | +15.7% |
| YTD | +50.8% | -5.5% | +56.3% | +48.9% |
| 1Y | +34.7% | -15.6% | +50.3% | +38.3% |
| All | +1.2% | +21.1% | -19.9% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling