+94.0%
XOP vs HBM
+462.4%
-368.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | +5.2% | +5.1% | +0.1% | +3.4% |
| 30D | -8.4% | -15.8% | +7.4% | -4.2% |
| 3M | +2.9% | -22.4% | +25.4% | +9.3% |
| 6M | +8.8% | -20.2% | +29.1% | +11.4% |
| YTD | +46.9% | +9.0% | +37.9% | +30.4% |
| 1Y | +41.5% | +27.4% | +14.1% | +18.9% |
| 3Y | +43.1% | +424.2% | -381.1% | -30.7% |
| 5Y | +92.2% | +196.1% | -103.9% | +5.3% |
| 10Y | +52.3% | +285.4% | -233.1% | -38.3% |
| All | +94.0% | +462.4% | -368.4% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling