+41.0%
CVX vs HST
+55.2%
-14.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | +0.2% |
| 7D | -6.2% | +0.6% | -6.8% | -6.1% |
| 30D | -0.4% | +14.5% | -14.8% | +2.2% |
| 3M | +9.3% | +15.4% | -6.1% | +12.3% |
| 6M | +18.4% | +22.0% | -3.6% | +22.9% |
| YTD | +42.5% | +54.9% | -12.4% | +47.3% |
| 1Y | +41.0% | +54.0% | -12.9% | +45.7% |
| All | +41.0% | +55.2% | -14.2% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling