+52.3%
XOM vs XHB
-14.9%
+67.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.8% |
| 7D | +4.1% | -4.6% | +8.7% | +2.9% |
| 30D | +4.6% | -9.1% | +13.7% | +2.4% |
| 3M | +14.0% | -8.6% | +22.5% | +12.0% |
| 6M | +11.0% | -4.0% | +15.0% | +11.2% |
| YTD | +40.7% | -3.9% | +44.6% | +40.5% |
| 1Y | +52.3% | -16.5% | +68.8% | +52.6% |
| All | +52.3% | -14.9% | +67.2% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling