+192.1%
XOM vs USHY
+50.4%
+141.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.5% |
| 7D | 0.0% | -0.1% | +0.2% | +0.2% |
| 30D | +3.4% | 0.0% | +3.5% | +3.5% |
| 3M | +11.0% | +0.8% | +10.2% | +9.5% |
| 6M | +10.6% | +1.9% | +8.7% | +7.1% |
| YTD | +39.2% | +2.3% | +37.0% | +34.1% |
| 1Y | +52.7% | +4.1% | +48.6% | +43.1% |
| 3Y | +56.8% | +27.8% | +29.0% | +8.9% |
| 5Y | +261.8% | +21.5% | +240.3% | +176.3% |
| All | +192.1% | +50.4% | +141.7% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling