+40.6%
CVX vs HLT
+12.2%
+28.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -1.6% | +4.2% | +2.2% |
| 30D | +9.8% | -5.0% | +14.9% | +8.6% |
| 3M | +16.2% | -10.4% | +26.6% | +13.5% |
| 6M | +13.6% | +3.2% | +10.4% | +14.0% |
| YTD | +44.4% | +6.7% | +37.6% | +44.9% |
| 1Y | +40.6% | +10.3% | +30.3% | +38.3% |
| All | +40.6% | +12.2% | +28.4% | +38.3% |
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