+51.1%
XOM vs HST
+37.1%
+14.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.7% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | +4.1% | -0.7% | +4.7% | +4.1% |
| 3M | +10.4% | -4.0% | +14.4% | +9.9% |
| 6M | +13.0% | +20.7% | -7.7% | +12.7% |
| YTD | +40.1% | +31.0% | +9.0% | +35.2% |
| 1Y | +51.1% | +36.2% | +14.9% | +44.9% |
| All | +51.1% | +37.1% | +14.0% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling