+12.9%
XOM vs HST
+21.1%
-8.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.2% |
| 7D | -1.5% | -1.3% | -0.2% | -1.8% |
| 30D | -3.2% | +13.4% | -16.5% | +0.6% |
| 3M | +5.0% | +16.7% | -11.7% | +10.3% |
| 6M | +12.9% | +24.0% | -11.1% | +25.5% |
| All | +12.9% | +21.1% | -8.3% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling