+82.5%
XOP vs HDB
+970.6%
-888.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +2.6% | +0.4% | +2.1% | +2.4% |
| 30D | +15.4% | -2.8% | +18.3% | +16.7% |
| 3M | +12.1% | -3.5% | +15.6% | +12.6% |
| 6M | +19.7% | -24.7% | +44.4% | +31.6% |
| YTD | +52.4% | -36.6% | +89.0% | +79.8% |
| 1Y | +47.6% | -34.4% | +81.9% | +71.0% |
| 3Y | +34.4% | -24.4% | +58.8% | +41.8% |
| 5Y | +154.4% | -35.4% | +189.7% | +180.2% |
| 10Y | +54.7% | +39.5% | +15.1% | +13.6% |
| All | +82.5% | +970.6% | -888.1% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling