+225.7%
XLE vs HBM
+369.9%
-144.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.8% | -4.6% | +0.1% |
| 7D | 0.0% | +7.4% | -7.4% | -1.2% |
| 30D | +12.6% | +5.1% | +7.6% | +11.4% |
| 3M | +11.8% | +11.1% | +0.7% | +8.7% |
| 6M | +16.1% | +30.2% | -14.1% | +7.4% |
| YTD | +46.9% | +46.2% | +0.6% | +30.9% |
| 1Y | +53.3% | +120.0% | -66.8% | +23.2% |
| 3Y | +54.9% | +527.4% | -472.5% | -9.9% |
| 5Y | +225.7% | +400.4% | -174.7% | +89.9% |
| All | +225.7% | +369.9% | -144.2% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling