+59.7%
XOM vs XHB
+21.1%
+38.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | +1.9% | -5.2% | +7.1% | +2.1% |
| 30D | +4.1% | -12.1% | +16.2% | +4.8% |
| 3M | +10.4% | -6.2% | +16.6% | +10.4% |
| 6M | +13.0% | -6.7% | +19.7% | +13.0% |
| YTD | +40.1% | -5.5% | +45.5% | +39.4% |
| 1Y | +51.1% | -15.6% | +66.8% | +53.7% |
| All | +59.7% | +21.1% | +38.6% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling