+289.8%
CVX vs HPE
+501.1%
-211.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.4% | +2.6% |
| 7D | +3.4% | +7.9% | -4.4% | +1.2% |
| 30D | -1.0% | -23.5% | +22.5% | +5.7% |
| 3M | +12.2% | -19.1% | +31.3% | +16.1% |
| 6M | +20.3% | +51.4% | -31.1% | -0.5% |
| YTD | +48.3% | +103.4% | -55.1% | +9.6% |
| 1Y | +46.9% | +114.4% | -67.5% | +6.3% |
| 3Y | +73.1% | +224.7% | -151.6% | -0.9% |
| 5Y | +135.2% | +277.8% | -142.5% | +21.3% |
| 10Y | +214.4% | +371.1% | -156.7% | +35.3% |
| All | +289.8% | +501.1% | -211.3% | +50.0% |
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