+64.0%
CVX vs HWM
+330.9%
-266.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -9.7% | +3.4% | -13.1% | -9.9% |
| 30D | +3.6% | -7.5% | +11.2% | +4.1% |
| 3M | +13.3% | -28.9% | +42.2% | +15.7% |
| 6M | +16.9% | -19.6% | +36.5% | +18.0% |
| YTD | +43.4% | +0.6% | +42.8% | +39.2% |
| 1Y | +44.5% | +0.3% | +44.2% | +40.2% |
| 3Y | +64.0% | +326.1% | -262.2% | +36.3% |
| All | +64.0% | +330.9% | -266.9% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling