+1,921.0%
XOM vs HIG
+980.5%
+940.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | +5.7% | -4.9% | +10.6% | +6.5% |
| 3M | +6.6% | +6.8% | -0.2% | +5.3% |
| 6M | +7.7% | -1.7% | +9.4% | +7.7% |
| YTD | +36.2% | -0.2% | +36.4% | +35.9% |
| 1Y | +50.5% | +5.7% | +44.8% | +48.6% |
| 3Y | +53.4% | +100.3% | -46.9% | +35.9% |
| 5Y | +254.2% | +118.5% | +135.7% | +209.3% |
| 10Y | +177.9% | +309.7% | -131.8% | +118.4% |
| All | +1,921.0% | +980.5% | +940.6% | +941.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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