+77.6%
XOP vs HRB
+334.3%
-256.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +6.3% | -5.1% | +11.4% | +8.2% |
| 30D | -6.6% | +8.7% | -15.3% | -9.6% |
| 3M | +3.6% | -5.4% | +8.9% | +4.5% |
| 6M | +10.8% | +41.6% | -30.8% | -4.1% |
| YTD | +48.3% | +18.7% | +29.6% | +33.5% |
| 1Y | +42.9% | +16.4% | +26.5% | +29.4% |
| 3Y | +43.3% | +22.0% | +21.3% | +22.9% |
| 5Y | +94.0% | +141.2% | -47.3% | +23.1% |
| 10Y | +53.7% | +223.1% | -169.4% | -21.9% |
| All | +77.6% | +334.3% | -256.7% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling