+53.3%
XLE vs HBM
+122.7%
-69.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.6% | +1.3% |
| 7D | 0.0% | +7.4% | -7.4% | +0.3% |
| 30D | +12.6% | +5.1% | +7.6% | +12.9% |
| 3M | +11.8% | +11.1% | +0.7% | +12.6% |
| 6M | +16.1% | +30.2% | -14.1% | +17.9% |
| YTD | +46.9% | +46.2% | +0.6% | +47.5% |
| 1Y | +53.3% | +120.0% | -66.8% | +58.2% |
| All | +53.3% | +122.7% | -69.5% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling