+48.0%
CVX vs HPE
+265.2%
-217.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.5% |
| 7D | +1.0% | +13.6% | -12.7% | 0.0% |
| 30D | +10.7% | +7.7% | +2.9% | +9.9% |
| 3M | +15.5% | +22.4% | -6.9% | +13.4% |
| 6M | +14.9% | +172.6% | -157.7% | +2.7% |
| YTD | +44.2% | +147.5% | -103.3% | +30.3% |
| 1Y | +43.5% | +151.8% | -108.3% | +29.0% |
| All | +48.0% | +265.2% | -217.1% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling