+55.0%
XOP vs HIG
+313.7%
-258.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.6% | -1.5% | +4.1% | +3.5% |
| 30D | +9.6% | -0.4% | +9.9% | +9.7% |
| 3M | +20.4% | +6.7% | +13.7% | +15.3% |
| 6M | +19.9% | +2.0% | +17.9% | +17.0% |
| YTD | +56.4% | +0.3% | +56.1% | +53.8% |
| 1Y | +52.4% | +4.2% | +48.3% | +45.8% |
| 3Y | +39.9% | +102.2% | -62.3% | -13.1% |
| 5Y | +163.7% | +118.5% | +45.2% | +55.5% |
| All | +55.0% | +313.7% | -258.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling