+4,683.6%
CVX vs HRB
+3,357.9%
+1,325.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.4% |
| 7D | +3.3% | -5.7% | +9.0% | +4.6% |
| 30D | +12.9% | +7.9% | +5.0% | +10.5% |
| 3M | +11.7% | +32.1% | -20.4% | +4.2% |
| 6M | +14.1% | +62.2% | -48.1% | +0.8% |
| YTD | +40.7% | +16.4% | +24.3% | +33.1% |
| 1Y | +37.5% | -0.3% | +37.8% | +34.3% |
| 3Y | +43.9% | +36.0% | +7.9% | +28.7% |
| 5Y | +161.5% | +125.2% | +36.3% | +103.1% |
| 10Y | +215.1% | +237.7% | -22.6% | +111.5% |
| All | +4,683.6% | +3,357.9% | +1,325.7% | +1,810.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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