+4,942.5%
CVX vs HRB
+3,424.8%
+1,517.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +1.9% |
| 7D | +3.4% | -5.1% | +8.5% | +4.6% |
| 30D | -1.0% | +8.7% | -9.6% | -3.0% |
| 3M | +12.2% | -5.4% | +17.6% | +13.0% |
| 6M | +20.3% | +41.6% | -21.2% | +10.0% |
| YTD | +48.3% | +18.7% | +29.6% | +39.2% |
| 1Y | +46.9% | +16.4% | +30.5% | +38.3% |
| 3Y | +73.1% | +22.0% | +51.1% | +58.3% |
| 5Y | +135.2% | +141.2% | -6.0% | +79.4% |
| 10Y | +214.4% | +223.1% | -8.8% | +112.3% |
| All | +4,942.5% | +3,424.8% | +1,517.7% | +1,897.9% |
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