+46.7%
CVX vs HWM
+7.2%
+39.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +1.6% | +11.1% | -9.5% | +3.3% |
| 30D | -0.6% | +3.0% | -3.6% | +0.1% |
| 3M | +11.0% | -20.7% | +31.7% | +6.5% |
| 6M | +18.4% | -17.2% | +35.6% | +15.7% |
| YTD | +45.9% | +9.1% | +36.9% | +44.0% |
| 1Y | +46.7% | +9.0% | +37.6% | +45.8% |
| All | +46.7% | +7.2% | +39.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling