+204.4%
CVX vs HWM
+1,166.3%
-961.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -1.0% |
| 7D | -9.7% | +3.4% | -13.1% | -10.9% |
| 30D | +3.6% | -7.5% | +11.2% | +5.6% |
| 3M | +13.3% | -28.9% | +42.2% | +25.3% |
| 6M | +16.9% | -19.6% | +36.5% | +22.8% |
| YTD | +43.4% | +0.6% | +42.8% | +37.0% |
| 1Y | +44.5% | +0.3% | +44.2% | +37.9% |
| 3Y | +64.0% | +326.1% | -262.2% | -14.3% |
| 5Y | +126.4% | +525.2% | -398.8% | -0.9% |
| 10Y | +209.4% | +1,492.9% | -1,283.5% | -7.1% |
| All | +204.4% | +1,166.3% | -961.8% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling