+80.9%
XOP vs USHY
+49.7%
+31.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | -0.7% | +3.3% | +4.2% |
| 30D | +9.6% | -0.7% | +10.3% | +11.2% |
| 3M | +20.4% | +0.1% | +20.3% | +20.0% |
| 6M | +19.9% | +1.8% | +18.1% | +14.1% |
| YTD | +56.4% | +1.8% | +54.6% | +48.7% |
| 1Y | +52.4% | +3.3% | +49.2% | +40.1% |
| 3Y | +39.9% | +27.0% | +12.9% | -18.7% |
| 5Y | +163.7% | +21.0% | +142.7% | +77.1% |
| All | +80.9% | +49.7% | +31.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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