+221.9%
CVX vs HD
+203.3%
+18.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +1.0% | -1.8% | +2.8% | +1.7% |
| 30D | +10.7% | -10.8% | +21.5% | +15.8% |
| 3M | +15.5% | -2.7% | +18.2% | +15.6% |
| 6M | +14.9% | -10.3% | +25.2% | +18.1% |
| YTD | +44.2% | -7.8% | +52.0% | +45.9% |
| 1Y | +43.5% | -23.1% | +66.7% | +57.8% |
| 3Y | +45.0% | +2.0% | +43.0% | +35.3% |
| 5Y | +172.2% | +6.2% | +165.9% | +136.5% |
| 10Y | +221.9% | +210.2% | +11.7% | +65.2% |
| All | +221.9% | +203.3% | +18.6% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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