+4,683.6%
CVX vs HST
+1,330.6%
+3,353.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +3.3% | -1.0% | +4.4% | +3.6% |
| 30D | +12.9% | -12.3% | +25.1% | +16.2% |
| 3M | +11.7% | -6.4% | +18.1% | +13.1% |
| 6M | +14.1% | +15.0% | -0.9% | +9.6% |
| YTD | +40.7% | +30.5% | +10.2% | +30.9% |
| 1Y | +37.5% | +35.7% | +1.8% | +26.5% |
| 3Y | +43.9% | +68.4% | -24.4% | +24.6% |
| 5Y | +161.5% | +73.1% | +88.3% | +120.7% |
| 10Y | +215.1% | +92.7% | +122.4% | +153.1% |
| All | +4,683.6% | +1,330.6% | +3,353.0% | +2,629.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling