+269.8%
CVX vs HPE
+545.6%
-275.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | 0.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | +12.9% | -2.3% | +15.2% | +13.1% |
| 3M | +11.7% | -2.9% | +14.6% | +10.9% |
| 6M | +14.1% | +143.6% | -129.4% | -18.0% |
| YTD | +40.7% | +118.5% | -77.8% | +4.3% |
| 1Y | +37.5% | +129.2% | -91.7% | -0.8% |
| 3Y | +43.9% | +212.5% | -168.6% | -13.8% |
| 5Y | +161.5% | +286.9% | -125.4% | +37.6% |
| 10Y | +215.1% | +432.3% | -217.2% | +34.2% |
| All | +269.8% | +545.6% | -275.8% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling