+192.9%
XOM vs XHB
+215.4%
-22.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | +4.1% | -4.6% | +8.7% | +5.8% |
| 30D | +4.6% | -9.1% | +13.7% | +8.0% |
| 3M | +14.0% | -8.6% | +22.5% | +16.6% |
| 6M | +11.0% | -4.0% | +15.0% | +10.2% |
| YTD | +40.7% | -3.9% | +44.6% | +39.2% |
| 1Y | +52.3% | -16.5% | +68.8% | +59.1% |
| 3Y | +60.5% | +22.6% | +37.9% | +36.5% |
| 5Y | +266.4% | +33.9% | +232.5% | +189.0% |
| All | +192.9% | +215.4% | -22.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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