+219.2%
CVX vs HON
+136.9%
+82.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | -3.5% | +6.1% | +4.8% |
| 30D | +9.8% | -13.8% | +23.6% | +19.7% |
| 3M | +16.2% | -11.7% | +27.9% | +23.1% |
| 6M | +13.6% | -18.7% | +32.3% | +25.0% |
| YTD | +44.4% | +0.2% | +44.1% | +36.8% |
| 1Y | +40.6% | -3.1% | +43.7% | +35.6% |
| 3Y | +48.2% | +17.0% | +31.2% | +19.4% |
| 5Y | +172.3% | +2.0% | +170.2% | +137.8% |
| All | +219.2% | +136.9% | +82.2% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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