+219.2%
CVX vs HIG
+313.7%
-94.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +2.6% | -1.5% | +4.1% | +3.4% |
| 30D | +9.8% | -0.4% | +10.2% | +9.9% |
| 3M | +16.2% | +6.7% | +9.5% | +12.1% |
| 6M | +13.6% | +2.0% | +11.7% | +11.6% |
| YTD | +44.4% | +0.3% | +44.1% | +42.7% |
| 1Y | +40.6% | +4.2% | +36.4% | +35.9% |
| 3Y | +48.2% | +102.2% | -54.0% | -1.0% |
| 5Y | +172.3% | +118.5% | +53.8% | +71.5% |
| All | +219.2% | +313.7% | -94.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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