+195.2%
XOM vs USHY
+49.7%
+145.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +4.1% | -0.7% | +4.8% | +5.1% |
| 30D | +4.6% | -0.7% | +5.3% | +5.5% |
| 3M | +14.0% | +0.1% | +13.9% | +13.7% |
| 6M | +11.0% | +1.8% | +9.2% | +7.6% |
| YTD | +40.7% | +1.8% | +38.9% | +36.4% |
| 1Y | +52.3% | +3.3% | +49.0% | +44.4% |
| 3Y | +60.5% | +27.0% | +33.5% | +12.5% |
| 5Y | +266.4% | +21.0% | +245.4% | +181.3% |
| All | +195.2% | +49.7% | +145.5% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling