+147.9%
OXY vs XHB
+33.0%
+114.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +2.8% | -4.6% | +7.5% | +3.9% |
| 30D | +5.5% | -9.1% | +14.6% | +7.6% |
| 3M | +11.3% | -8.6% | +19.9% | +12.8% |
| 6M | +11.6% | -4.0% | +15.6% | +10.5% |
| YTD | +51.6% | -3.9% | +55.5% | +49.6% |
| 1Y | +36.2% | -16.5% | +52.7% | +41.0% |
| 3Y | +1.7% | +22.6% | -20.9% | -9.6% |
| All | +147.9% | +33.0% | +114.9% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling