+82.5%
XOP vs HRB
+326.0%
-243.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | +0.5% |
| 7D | +2.6% | -5.7% | +8.2% | +4.6% |
| 30D | +15.4% | +7.9% | +7.5% | +11.6% |
| 3M | +12.1% | +32.1% | -20.1% | +0.2% |
| 6M | +19.7% | +62.2% | -42.6% | -2.1% |
| YTD | +52.4% | +16.4% | +36.0% | +39.2% |
| 1Y | +47.6% | -0.3% | +47.8% | +41.8% |
| 3Y | +34.4% | +36.0% | -1.7% | +11.0% |
| 5Y | +154.4% | +125.2% | +29.2% | +66.6% |
| 10Y | +54.7% | +237.7% | -183.0% | -22.5% |
| All | +82.5% | +326.0% | -243.5% | -30.4% |
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