+55.0%
XOP vs HUM
+152.7%
-97.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -0.4% |
| 7D | +2.6% | +2.1% | +0.6% | +2.1% |
| 30D | +9.6% | +5.4% | +4.2% | +8.2% |
| 3M | +20.4% | +11.4% | +8.9% | +16.9% |
| 6M | +19.9% | +141.5% | -121.6% | -4.0% |
| YTD | +56.4% | +61.2% | -4.8% | +36.7% |
| 1Y | +52.4% | +49.2% | +3.3% | +35.0% |
| 3Y | +39.9% | -9.0% | +48.9% | +38.2% |
| 5Y | +163.7% | +7.2% | +156.6% | +132.3% |
| All | +55.0% | +152.7% | -97.7% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling