+219.2%
CVX vs HL
+273.7%
-54.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +2.6% | -4.4% | +7.0% | +3.1% |
| 30D | +9.8% | +9.3% | +0.5% | +8.5% |
| 3M | +16.2% | +32.0% | -15.8% | +12.0% |
| 6M | +13.6% | -6.4% | +20.1% | +12.9% |
| YTD | +44.4% | +3.1% | +41.2% | +40.0% |
| 1Y | +40.6% | +77.6% | -37.0% | +25.9% |
| 3Y | +48.2% | +392.8% | -344.6% | +10.9% |
| 5Y | +172.3% | +234.1% | -61.8% | +108.0% |
| All | +219.2% | +273.7% | -54.5% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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