+171.2%
CVX vs HUT
+435.6%
-264.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.1% |
| 7D | +1.0% | +18.9% | -17.9% | +0.1% |
| 30D | +10.7% | +12.0% | -1.3% | +9.9% |
| 3M | +15.5% | -14.9% | +30.3% | +15.6% |
| 6M | +14.9% | +96.8% | -81.9% | +9.4% |
| YTD | +44.2% | +108.8% | -64.6% | +36.2% |
| 1Y | +43.5% | +227.4% | -183.9% | +31.0% |
| 3Y | +45.0% | +760.3% | -715.3% | +18.8% |
| 5Y | +172.2% | +86.1% | +86.1% | +128.4% |
| All | +171.2% | +435.6% | -264.4% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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