+163.4%
XOP vs HBM
+336.0%
-172.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.8% | +1.9% |
| 7D | +1.6% | -3.7% | +5.4% | +2.4% |
| 30D | +9.6% | -3.7% | +13.2% | +10.0% |
| 3M | +16.9% | +8.0% | +8.9% | +13.0% |
| 6M | +24.0% | +15.8% | +8.3% | +14.7% |
| YTD | +56.2% | +34.4% | +21.8% | +35.7% |
| 1Y | +51.8% | +98.2% | -46.4% | +15.5% |
| 3Y | +37.0% | +476.6% | -439.6% | -32.5% |
| 5Y | +163.4% | +331.1% | -167.7% | +32.4% |
| All | +163.4% | +336.0% | -172.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling