+167.9%
CVX vs HUT
+217.0%
-49.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -6.2% | -10.9% | +4.7% | -5.9% |
| 30D | -0.4% | -32.6% | +32.3% | +1.0% |
| 3M | +9.3% | -33.7% | +43.0% | +10.5% |
| 6M | +18.4% | -42.3% | +60.7% | +19.6% |
| YTD | +42.5% | +23.6% | +18.9% | +36.9% |
| 1Y | +41.0% | +20.4% | +20.7% | +35.1% |
| 3Y | +67.5% | +423.2% | -355.7% | +39.8% |
| 5Y | +126.1% | -19.4% | +145.5% | +98.0% |
| All | +167.9% | +217.0% | -49.1% | +62.4% |
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