+4,261.5%
XOM vs HST
+1,330.6%
+2,930.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +1.8% | -1.0% | +2.8% | +2.0% |
| 30D | +5.9% | -12.3% | +18.1% | +8.7% |
| 3M | +5.6% | -6.4% | +11.9% | +6.8% |
| 6M | +7.9% | +15.0% | -7.1% | +3.8% |
| YTD | +35.2% | +30.5% | +4.7% | +26.4% |
| 1Y | +46.0% | +35.7% | +10.3% | +35.1% |
| 3Y | +55.0% | +68.4% | -13.4% | +35.3% |
| 5Y | +246.3% | +73.1% | +173.2% | +195.5% |
| 10Y | +181.0% | +92.7% | +88.2% | +128.3% |
| All | +4,261.5% | +1,330.6% | +2,930.9% | +2,436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling