+201.3%
XOM vs HST
+82.0%
+119.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.7% |
| 7D | -7.3% | +0.6% | -7.9% | -7.5% |
| 30D | -2.6% | +14.5% | -17.1% | -5.7% |
| 3M | +3.6% | +15.4% | -11.8% | +0.1% |
| 6M | +15.3% | +22.0% | -6.7% | +9.4% |
| YTD | +39.4% | +54.9% | -15.4% | +23.4% |
| 1Y | +43.2% | +54.0% | -10.8% | +26.8% |
| 3Y | +74.9% | +90.4% | -15.5% | +43.2% |
| 5Y | +201.3% | +84.2% | +117.0% | +147.9% |
| All | +201.3% | +82.0% | +119.3% | +147.9% |
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 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