+153.3%
XOP vs HCA
+71.9%
+81.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | +2.6% | +5.4% | -2.8% | +1.6% |
| 30D | +9.6% | +3.0% | +6.6% | +8.9% |
| 3M | +20.4% | +13.0% | +7.3% | +17.0% |
| 6M | +19.9% | -20.3% | +40.2% | +25.4% |
| YTD | +56.4% | -8.2% | +64.6% | +57.5% |
| 1Y | +52.4% | +6.7% | +45.7% | +47.0% |
| 3Y | +39.9% | +60.4% | -20.5% | +16.1% |
| All | +153.3% | +71.9% | +81.4% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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