+361.7%
XLE vs HBM
+443.9%
-82.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -12.0% | -3.6% | -8.4% | -11.4% |
| 30D | -2.7% | -19.2% | +16.4% | +1.5% |
| 3M | +6.6% | -20.5% | +27.1% | +10.9% |
| 6M | +9.5% | -12.8% | +22.4% | +9.3% |
| YTD | +40.6% | +5.4% | +35.1% | +30.9% |
| 1Y | +43.6% | +33.0% | +10.6% | +26.2% |
| 3Y | +58.1% | +357.3% | -299.2% | -2.8% |
| 5Y | +152.2% | +210.4% | -58.2% | +61.0% |
| 10Y | +172.9% | +387.1% | -214.2% | +30.0% |
| All | +361.7% | +443.9% | -82.3% | +69.3% |
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