+192.9%
XOM vs HLT
+590.2%
-397.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.1% | -1.6% | +5.7% | +4.7% |
| 30D | +4.6% | -5.0% | +9.6% | +6.4% |
| 3M | +14.0% | -10.4% | +24.4% | +18.1% |
| 6M | +11.0% | +3.2% | +7.7% | +8.0% |
| YTD | +40.7% | +6.7% | +34.0% | +34.8% |
| 1Y | +52.3% | +10.3% | +42.0% | +43.6% |
| 3Y | +60.5% | +99.3% | -38.9% | +16.2% |
| 5Y | +266.4% | +143.7% | +122.7% | +132.3% |
| All | +192.9% | +590.2% | -397.3% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling