+377.1%
XLE vs HBM
+613.3%
-236.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | +2.2% | -6.4% | +8.6% | +3.6% |
| 30D | +11.8% | +5.9% | +5.9% | +9.9% |
| 3M | +9.8% | -8.9% | +18.7% | +10.2% |
| 6M | +15.6% | +10.7% | +4.9% | +8.8% |
| YTD | +45.3% | +38.3% | +7.0% | +28.4% |
| 1Y | +48.3% | +121.3% | -73.0% | +15.8% |
| 3Y | +55.4% | +450.6% | -395.1% | -7.7% |
| 5Y | +216.1% | +338.0% | -121.9% | +87.5% |
| 10Y | +178.4% | +578.6% | -400.2% | +23.7% |
| All | +377.1% | +613.3% | -236.2% | +66.0% |
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