+153.3%
XOP vs HUM
+6.5%
+146.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | 0.0% |
| 7D | +2.6% | +2.1% | +0.6% | +2.5% |
| 30D | +9.6% | +5.4% | +4.2% | +9.2% |
| 3M | +20.4% | +11.4% | +8.9% | +19.3% |
| 6M | +19.9% | +141.5% | -121.6% | +12.1% |
| YTD | +56.4% | +61.2% | -4.8% | +50.2% |
| 1Y | +52.4% | +49.2% | +3.3% | +47.0% |
| 3Y | +39.9% | -9.0% | +48.9% | +40.8% |
| All | +153.3% | +6.5% | +146.7% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling