+40.6%
CVX vs HPE
+157.9%
-117.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | +0.6% |
| 7D | +2.6% | +19.4% | -16.8% | +2.6% |
| 30D | +9.8% | +5.6% | +4.2% | +9.8% |
| 3M | +16.2% | +33.1% | -16.9% | +16.2% |
| 6M | +13.6% | +192.5% | -178.8% | +9.9% |
| YTD | +44.4% | +160.9% | -116.5% | +40.7% |
| 1Y | +40.6% | +155.0% | -114.4% | +38.5% |
| All | +40.6% | +157.9% | -117.3% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling