+4,391.7%
XOM vs HL
+63.3%
+4,328.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.1% |
| 7D | 0.0% | +0.4% | -0.3% | 0.0% |
| 30D | +3.4% | +18.8% | -15.4% | +2.0% |
| 3M | +11.0% | +43.7% | -32.7% | +7.6% |
| 6M | +10.6% | -1.0% | +11.7% | +9.6% |
| YTD | +39.2% | +8.7% | +30.5% | +36.2% |
| 1Y | +52.7% | +105.0% | -52.3% | +41.5% |
| 3Y | +56.8% | +427.3% | -370.5% | +32.1% |
| 5Y | +261.8% | +249.3% | +12.5% | +209.4% |
| 10Y | +191.3% | +284.2% | -92.9% | +132.0% |
| All | +4,391.7% | +63.3% | +4,328.4% | +3,083.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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