+4,775.6%
CVX vs HAS
+4,652.9%
+122.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -9.7% | -0.2% | -9.6% | -9.7% |
| 30D | +3.6% | +31.0% | -27.4% | -2.1% |
| 3M | +13.3% | +30.7% | -17.3% | +7.0% |
| 6M | +16.9% | +23.9% | -7.0% | +11.1% |
| YTD | +43.4% | +48.3% | -4.9% | +30.6% |
| 1Y | +44.5% | +60.2% | -15.7% | +29.4% |
| 3Y | +64.0% | +189.2% | -125.2% | +27.6% |
| 5Y | +126.4% | +50.4% | +76.0% | +98.1% |
| 10Y | +209.4% | +104.2% | +105.2% | +145.1% |
| All | +4,775.6% | +4,652.9% | +122.7% | +2,350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling