+164.9%
CVX vs USHY
+49.7%
+115.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -0.7% | +3.3% | +3.8% |
| 30D | +9.8% | -0.7% | +10.5% | +11.0% |
| 3M | +16.2% | +0.1% | +16.1% | +15.9% |
| 6M | +13.6% | +1.8% | +11.8% | +9.6% |
| YTD | +44.4% | +1.8% | +42.6% | +39.2% |
| 1Y | +40.6% | +3.3% | +37.3% | +32.0% |
| 3Y | +48.2% | +27.0% | +21.2% | -2.8% |
| 5Y | +172.3% | +21.0% | +151.3% | +99.3% |
| All | +164.9% | +49.7% | +115.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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