+48.0%
CVX vs HIG
+101.4%
-53.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.0% | -0.5% | +1.4% | +1.1% |
| 30D | +10.7% | -2.8% | +13.5% | +11.6% |
| 3M | +15.5% | +6.3% | +9.1% | +13.1% |
| 6M | +14.9% | -0.1% | +15.0% | +14.5% |
| YTD | +44.2% | +0.4% | +43.8% | +43.2% |
| 1Y | +43.5% | +6.2% | +37.3% | +39.3% |
| All | +48.0% | +101.4% | -53.4% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling