+53.4%
XOM vs HST
+68.6%
-15.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.4% | +2.0% | -4.4% | -2.7% |
| 30D | +5.7% | -5.2% | +10.9% | +6.5% |
| 3M | +6.6% | -6.2% | +12.8% | +7.4% |
| 6M | +7.7% | +20.4% | -12.8% | +2.4% |
| YTD | +36.2% | +30.6% | +5.6% | +26.2% |
| 1Y | +50.5% | +37.4% | +13.1% | +37.3% |
| 3Y | +53.4% | +66.1% | -12.8% | +29.7% |
| All | +53.4% | +68.6% | -15.3% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling