+163.4%
XOP vs XHB
+30.4%
+133.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.0% |
| 7D | +1.6% | -5.2% | +6.9% | +3.3% |
| 30D | +9.6% | -12.1% | +21.7% | +13.9% |
| 3M | +16.9% | -6.2% | +23.1% | +18.0% |
| 6M | +24.0% | -6.7% | +30.7% | +24.0% |
| YTD | +56.2% | -5.5% | +61.7% | +54.7% |
| 1Y | +51.8% | -15.6% | +67.4% | +57.7% |
| 3Y | +37.0% | +22.0% | +15.0% | +17.2% |
| 5Y | +163.4% | +31.8% | +131.6% | +120.0% |
| All | +163.4% | +30.4% | +133.0% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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