+162.4%
XOP vs HDB
-37.8%
+200.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.1% |
| 7D | +0.6% | -2.0% | +2.7% | +0.9% |
| 30D | +16.5% | -4.9% | +21.4% | +17.3% |
| 3M | +15.7% | -2.3% | +18.0% | +15.5% |
| 6M | +19.2% | -23.7% | +42.9% | +24.3% |
| YTD | +55.0% | -38.5% | +93.4% | +69.8% |
| 1Y | +54.2% | -36.5% | +90.6% | +67.4% |
| 3Y | +35.9% | -28.5% | +64.3% | +40.7% |
| 5Y | +162.4% | -37.4% | +199.8% | +190.0% |
| All | +162.4% | -37.8% | +200.2% | +190.0% |
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