+79.3%
XOP vs USHY
+50.7%
+28.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +16.5% | 0.0% | +16.6% | +16.5% |
| 3M | +15.7% | +1.2% | +14.6% | +12.5% |
| 6M | +19.2% | +2.6% | +16.6% | +11.3% |
| YTD | +55.0% | +2.4% | +52.5% | +45.2% |
| 1Y | +54.2% | +4.2% | +49.9% | +38.9% |
| 3Y | +35.9% | +28.0% | +7.8% | -22.5% |
| 5Y | +162.4% | +21.8% | +140.6% | +73.8% |
| All | +79.3% | +50.7% | +28.6% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling