+207.2%
CVX vs HAS
+53.3%
+153.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | -0.6% | -3.1% | +2.5% | +0.2% |
| 30D | +13.4% | -2.7% | +16.1% | +14.2% |
| 3M | +11.8% | +8.9% | +2.9% | +8.7% |
| 6M | +12.4% | -2.9% | +15.4% | +12.2% |
| YTD | +41.5% | +12.6% | +28.9% | +34.8% |
| 1Y | +41.6% | +17.5% | +24.1% | +32.9% |
| 3Y | +42.2% | +46.2% | -4.0% | +22.0% |
| 5Y | +166.0% | +12.6% | +153.4% | +142.0% |
| 10Y | +207.2% | +55.7% | +151.5% | +141.5% |
| All | +207.2% | +53.3% | +153.9% | +141.5% |
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