+47.6%
XOP vs HUM
+31.0%
+16.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +2.6% | +4.2% | -1.6% | +2.4% |
| 30D | +15.4% | +10.4% | +5.1% | +14.9% |
| 3M | +12.1% | +15.1% | -3.0% | +11.1% |
| 6M | +19.7% | +120.9% | -101.2% | +14.8% |
| YTD | +52.4% | +57.9% | -5.5% | +48.1% |
| 1Y | +47.6% | +30.6% | +17.0% | +42.8% |
| All | +47.6% | +31.0% | +16.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling