+170.6%
CVX vs USHY
+20.9%
+149.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +0.7% | -0.7% | +1.4% | +1.3% |
| 30D | +9.1% | -0.5% | +9.7% | +9.6% |
| 3M | +13.1% | +0.5% | +12.6% | +12.5% |
| 6M | +16.3% | +1.5% | +14.8% | +14.4% |
| YTD | +43.5% | +1.7% | +41.7% | +40.8% |
| 1Y | +40.2% | +3.5% | +36.6% | +35.2% |
| 3Y | +44.2% | +27.2% | +17.1% | +17.1% |
| 5Y | +170.6% | +21.0% | +149.6% | +129.4% |
| All | +170.6% | +20.9% | +149.7% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling