+77.6%
XOP vs PHM
+440.5%
-363.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +6.3% | -4.1% | +10.5% | +7.6% |
| 30D | -6.6% | +16.1% | -22.7% | -11.4% |
| 3M | +3.6% | -2.5% | +6.1% | +3.4% |
| 6M | +10.8% | +12.9% | -2.2% | +4.5% |
| YTD | +48.3% | +9.0% | +39.2% | +39.7% |
| 1Y | +42.9% | +8.2% | +34.8% | +34.8% |
| 3Y | +43.3% | +58.4% | -15.1% | +16.0% |
| 5Y | +94.0% | +159.2% | -65.2% | +28.9% |
| 10Y | +53.7% | +676.9% | -623.1% | -31.8% |
| All | +77.6% | +440.5% | -363.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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