+43.5%
CVX vs HWM
+30.4%
+13.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +2.0% |
| 7D | +1.0% | -8.0% | +9.0% | -0.1% |
| 30D | +10.7% | -18.0% | +28.7% | +7.4% |
| 3M | +15.5% | -9.5% | +25.0% | +14.4% |
| 6M | +14.9% | -8.4% | +23.3% | +15.5% |
| YTD | +44.2% | +13.6% | +30.6% | +40.8% |
| 1Y | +43.5% | +30.2% | +13.3% | +37.6% |
| All | +43.5% | +30.4% | +13.1% | +37.6% |
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