+166.0%
CVX vs HST
+72.4%
+93.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.6% | +2.0% | -2.6% | -1.1% |
| 30D | +13.4% | -5.2% | +18.7% | +14.9% |
| 3M | +11.8% | -6.2% | +18.1% | +13.3% |
| 6M | +12.4% | +20.4% | -8.0% | +5.6% |
| YTD | +41.5% | +30.6% | +10.9% | +29.4% |
| 1Y | +41.6% | +37.4% | +4.2% | +27.2% |
| 3Y | +42.2% | +66.1% | -23.9% | +18.3% |
| 5Y | +166.0% | +73.7% | +92.3% | +110.9% |
| All | +166.0% | +72.4% | +93.5% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling