+76.5%
XOP vs HDB
-23.0%
+99.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -0.1% |
| 7D | -10.0% | +13.7% | -23.7% | -11.5% |
| 30D | -9.1% | +15.8% | -24.9% | -10.8% |
| 3M | +5.1% | +9.2% | -4.2% | +3.7% |
| 6M | +6.4% | +3.2% | +3.2% | +5.5% |
| YTD | +39.7% | -29.4% | +69.1% | +49.9% |
| 1Y | +37.2% | -27.9% | +65.2% | +46.4% |
| 3Y | +37.6% | -5.9% | +43.5% | +33.8% |
| 5Y | +76.5% | -23.5% | +100.0% | +84.3% |
| All | +76.5% | -23.0% | +99.4% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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