+197.1%
XOM vs HST
+143.8%
+53.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.6% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | -3.2% | +13.4% | -16.5% | -7.7% |
| 3M | +5.0% | +16.7% | -11.7% | -1.1% |
| 6M | +12.9% | +24.0% | -11.1% | +3.2% |
| YTD | +41.3% | +54.0% | -12.6% | +18.0% |
| 1Y | +43.2% | +55.0% | -11.8% | +19.1% |
| 3Y | +77.3% | +89.3% | -12.0% | +33.1% |
| 5Y | +204.8% | +85.4% | +119.4% | +120.1% |
| 10Y | +197.1% | +137.1% | +60.0% | +87.7% |
| All | +197.1% | +143.8% | +53.3% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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