+37.5%
CVX vs HLT
+13.1%
+24.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.5% |
| 7D | +3.3% | -3.3% | +6.7% | +2.6% |
| 30D | +12.9% | -4.1% | +17.0% | +11.9% |
| 3M | +11.7% | -7.9% | +19.7% | +10.0% |
| 6M | +14.1% | +2.2% | +12.0% | +14.7% |
| YTD | +40.7% | +8.5% | +32.2% | +41.4% |
| 1Y | +37.5% | +12.1% | +25.4% | +37.4% |
| All | +37.5% | +13.1% | +24.4% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling