+52.3%
XOM vs HLT
+12.2%
+40.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.1% | -1.6% | +5.7% | +3.7% |
| 30D | +4.6% | -5.0% | +9.6% | +3.4% |
| 3M | +14.0% | -10.4% | +24.4% | +11.6% |
| 6M | +11.0% | +3.2% | +7.7% | +10.7% |
| YTD | +40.7% | +6.7% | +34.0% | +39.6% |
| 1Y | +52.3% | +10.3% | +42.0% | +48.1% |
| All | +52.3% | +12.2% | +40.1% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling