+317.4%
XOM vs HBM
+649.7%
-332.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | 0.0% | +5.5% | -5.5% | -0.8% |
| 30D | +3.4% | +3.3% | +0.2% | +2.6% |
| 3M | +11.0% | +12.7% | -1.6% | +7.7% |
| 6M | +10.6% | +28.2% | -17.6% | +3.4% |
| YTD | +39.2% | +45.3% | -6.1% | +26.4% |
| 1Y | +52.7% | +121.7% | -69.0% | +27.9% |
| 3Y | +56.8% | +523.5% | -466.8% | +5.1% |
| 5Y | +261.8% | +393.9% | -132.1% | +142.7% |
| 10Y | +191.3% | +647.9% | -456.6% | +61.3% |
| All | +317.4% | +649.7% | -332.3% | +101.2% |
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 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