+364.1%
XLE vs HBM
+492.8%
-128.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -1.5% |
| 7D | -7.9% | +5.0% | -12.9% | -9.0% |
| 30D | -4.8% | -12.7% | +7.9% | -2.4% |
| 3M | +8.4% | -17.4% | +25.8% | +11.8% |
| 6M | +12.7% | -8.9% | +21.5% | +11.4% |
| YTD | +41.3% | +14.9% | +26.4% | +29.0% |
| 1Y | +42.3% | +41.4% | +0.9% | +23.3% |
| 3Y | +65.1% | +462.1% | -397.0% | -3.4% |
| 5Y | +150.2% | +224.0% | -73.8% | +58.3% |
| 10Y | +163.9% | +320.9% | -157.0% | +30.1% |
| All | +364.1% | +492.8% | -128.8% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling