+10.5%
XOP vs HCA
+1,718.5%
-1,708.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +1.6% | +2.9% | -1.3% | +0.4% |
| 30D | +9.6% | +2.4% | +7.2% | +8.4% |
| 3M | +16.9% | +13.0% | +3.9% | +10.1% |
| 6M | +24.0% | -21.4% | +45.4% | +34.0% |
| YTD | +56.2% | -9.5% | +65.7% | +58.2% |
| 1Y | +51.8% | +7.5% | +44.3% | +42.2% |
| 3Y | +37.0% | +57.6% | -20.6% | +5.0% |
| 5Y | +163.4% | +71.1% | +92.3% | +87.1% |
| 10Y | +56.6% | +498.8% | -442.2% | -36.0% |
| All | +10.5% | +1,718.5% | -1,708.0% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling