+43.2%
XOM vs HST
+54.6%
-11.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.3% |
| 7D | -1.5% | -1.3% | -0.2% | -1.7% |
| 30D | -3.2% | +13.4% | -16.5% | -0.5% |
| 3M | +5.0% | +16.7% | -11.7% | +8.7% |
| 6M | +12.9% | +24.0% | -11.1% | +18.4% |
| YTD | +41.3% | +54.0% | -12.6% | +44.3% |
| 1Y | +43.2% | +55.0% | -11.8% | +46.3% |
| All | +43.2% | +54.6% | -11.4% | +46.3% |
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