+129.3%
OXY vs XHB
+167.3%
-37.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | +8.5% | -9.1% | +17.5% | +13.5% |
| 3M | +6.0% | -2.3% | +8.3% | +5.4% |
| 6M | +13.0% | -4.1% | +17.1% | +11.3% |
| YTD | +48.9% | -1.7% | +50.6% | +44.1% |
| 1Y | +36.4% | -15.1% | +51.5% | +42.3% |
| 3Y | -2.3% | +26.8% | -29.1% | -21.0% |
| 5Y | +160.6% | +37.3% | +123.3% | +93.7% |
| 10Y | +2.0% | +205.7% | -203.7% | -49.3% |
| All | +129.3% | +167.3% | -37.9% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling