+214.5%
CVX vs HPE
+370.3%
-155.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.4% | +2.7% |
| 7D | +3.4% | +7.9% | -4.4% | +1.1% |
| 30D | -1.0% | -23.5% | +22.5% | +5.8% |
| 3M | +12.2% | -19.1% | +31.3% | +16.2% |
| 6M | +20.3% | +51.4% | -31.1% | -1.0% |
| YTD | +48.3% | +103.4% | -55.1% | +8.6% |
| 1Y | +46.9% | +114.4% | -67.5% | +5.2% |
| 3Y | +73.1% | +224.7% | -151.6% | -3.4% |
| 5Y | +135.2% | +277.8% | -142.5% | +16.8% |
| All | +214.5% | +370.3% | -155.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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