+261.8%
XOM vs HST
+75.9%
+185.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | +3.4% | -2.8% | +6.2% | +4.1% |
| 3M | +11.0% | -6.5% | +17.5% | +12.4% |
| 6M | +10.6% | +20.7% | -10.1% | +4.2% |
| YTD | +39.2% | +30.5% | +8.8% | +28.0% |
| 1Y | +52.7% | +36.8% | +15.9% | +38.2% |
| 3Y | +56.8% | +65.9% | -9.1% | +31.5% |
| 5Y | +261.8% | +73.9% | +187.9% | +185.4% |
| All | +261.8% | +75.9% | +185.9% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling