+433.6%
XOM vs XHB
+163.2%
+270.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | 0.0% | -1.9% | +2.0% | +0.7% |
| 30D | +3.4% | -8.3% | +11.8% | +6.4% |
| 3M | +11.0% | -7.1% | +18.1% | +12.8% |
| 6M | +10.6% | -5.3% | +15.9% | +10.5% |
| YTD | +39.2% | -3.2% | +42.4% | +37.7% |
| 1Y | +52.7% | -13.9% | +66.6% | +57.1% |
| 3Y | +56.8% | +24.9% | +31.9% | +37.0% |
| 5Y | +261.8% | +34.5% | +227.3% | +198.7% |
| 10Y | +191.3% | +215.5% | -24.1% | +70.9% |
| All | +433.6% | +163.2% | +270.4% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling