+163.4%
XOP vs HIG
+118.8%
+44.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | +1.6% | -2.3% | +3.9% | +2.8% |
| 30D | +9.6% | -1.2% | +10.8% | +10.1% |
| 3M | +16.9% | +6.3% | +10.6% | +12.6% |
| 6M | +24.0% | +0.6% | +23.5% | +22.2% |
| YTD | +56.2% | +0.6% | +55.6% | +53.6% |
| 1Y | +51.8% | +6.1% | +45.7% | +43.8% |
| 3Y | +37.0% | +102.0% | -65.0% | -19.0% |
| 5Y | +163.4% | +119.2% | +44.2% | +41.4% |
| All | +163.4% | +118.8% | +44.6% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling