+82.5%
XOP vs HST
+116.8%
-34.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +2.6% | -1.0% | +3.6% | +3.0% |
| 30D | +15.4% | -12.3% | +27.7% | +22.1% |
| 3M | +12.1% | -6.4% | +18.4% | +14.6% |
| 6M | +19.7% | +15.0% | +4.7% | +10.1% |
| YTD | +52.4% | +30.5% | +21.9% | +32.0% |
| 1Y | +47.6% | +35.7% | +11.9% | +25.1% |
| 3Y | +34.4% | +68.4% | -34.0% | +1.4% |
| 5Y | +154.4% | +73.1% | +81.3% | +85.0% |
| 10Y | +54.7% | +92.7% | -38.1% | +6.0% |
| All | +82.5% | +116.8% | -34.2% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling