+64.0%
CVX vs HST
+77.0%
-13.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -9.7% | -2.7% | -7.0% | -9.3% |
| 30D | +3.6% | +10.7% | -7.1% | +1.4% |
| 3M | +13.3% | +6.3% | +7.1% | +11.8% |
| 6M | +16.9% | +19.0% | -2.1% | +11.5% |
| YTD | +43.4% | +47.0% | -3.6% | +27.6% |
| 1Y | +44.5% | +53.4% | -9.0% | +26.5% |
| 3Y | +64.0% | +78.0% | -14.0% | +26.2% |
| All | +64.0% | +77.0% | -13.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling