+92.7%
XOP vs HIG
+110.6%
-18.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +6.3% | +2.6% | +3.7% | +5.0% |
| 30D | -6.6% | +4.2% | -10.8% | -8.8% |
| 3M | +3.6% | +0.2% | +3.4% | +3.0% |
| 6M | +10.8% | +4.6% | +6.2% | +7.0% |
| YTD | +48.3% | +1.1% | +47.2% | +44.9% |
| 1Y | +42.9% | +4.7% | +38.3% | +36.5% |
| 3Y | +43.3% | +95.5% | -52.2% | -12.7% |
| All | +92.7% | +110.6% | -18.0% | +11.4% |
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