+51.7%
XOP vs HST
+133.7%
-82.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +6.3% | +3.6% | +2.8% | +4.1% |
| 30D | -6.6% | +11.2% | -17.8% | -12.6% |
| 3M | +3.6% | +13.1% | -9.5% | -4.2% |
| 6M | +10.8% | +23.9% | -13.2% | -4.2% |
| YTD | +48.3% | +52.3% | -4.0% | +11.4% |
| 1Y | +42.9% | +56.7% | -13.7% | +5.4% |
| 3Y | +43.3% | +87.5% | -44.2% | -8.2% |
| 5Y | +94.0% | +82.8% | +11.2% | +19.5% |
| All | +51.7% | +133.7% | -82.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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