+55.0%
XOP vs HRB
+209.1%
-154.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.6% | -8.0% | +10.7% | +4.9% |
| 30D | +9.6% | -16.0% | +25.6% | +14.5% |
| 3M | +20.4% | +26.9% | -6.5% | +11.1% |
| 6M | +19.9% | +51.1% | -31.2% | +3.8% |
| YTD | +56.4% | +7.1% | +49.3% | +49.3% |
| 1Y | +52.4% | -9.6% | +62.1% | +53.0% |
| 3Y | +39.9% | +25.4% | +14.5% | +21.8% |
| 5Y | +163.7% | +114.9% | +48.8% | +84.1% |
| All | +55.0% | +209.1% | -154.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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