+191.3%
XOM vs HLT
+641.9%
-450.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +1.9% | -2.6% | +4.4% | +2.8% |
| 30D | +4.1% | -2.6% | +6.7% | +4.9% |
| 3M | +10.4% | -9.4% | +19.8% | +13.8% |
| 6M | +13.0% | +2.7% | +10.3% | +10.4% |
| YTD | +40.1% | +6.8% | +33.3% | +34.5% |
| 1Y | +51.1% | +12.4% | +38.8% | +42.0% |
| 3Y | +57.7% | +100.2% | -42.4% | +16.7% |
| 5Y | +264.7% | +143.7% | +121.0% | +140.2% |
| 10Y | +193.1% | +584.9% | -391.8% | +35.7% |
| All | +191.3% | +641.9% | -450.6% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling