+214.5%
CVX vs HAS
+97.5%
+117.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +3.4% | +1.4% | +2.0% | +3.0% |
| 30D | -1.0% | +26.3% | -27.3% | -7.2% |
| 3M | +12.2% | +25.6% | -13.4% | +5.2% |
| 6M | +20.3% | +30.3% | -9.9% | +11.2% |
| YTD | +48.3% | +50.4% | -2.1% | +30.4% |
| 1Y | +46.9% | +57.7% | -10.8% | +27.3% |
| 3Y | +73.1% | +213.4% | -140.3% | +18.9% |
| 5Y | +135.2% | +49.1% | +86.1% | +98.5% |
| All | +214.5% | +97.5% | +117.0% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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