+207.2%
CVX vs HST
+97.7%
+109.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -0.6% | +2.0% | -2.6% | -1.4% |
| 30D | +13.4% | -5.2% | +18.7% | +15.7% |
| 3M | +11.8% | -6.2% | +18.1% | +14.0% |
| 6M | +12.4% | +20.4% | -8.0% | +3.0% |
| YTD | +41.5% | +30.6% | +10.9% | +25.0% |
| 1Y | +41.6% | +37.4% | +4.2% | +22.0% |
| 3Y | +42.2% | +66.1% | -23.9% | +10.6% |
| 5Y | +166.0% | +73.7% | +92.3% | +92.5% |
| 10Y | +207.2% | +99.8% | +107.4% | +94.6% |
| All | +207.2% | +97.7% | +109.5% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling