-4.6%
HD vs OXY
+45.4%
-50.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.1% | +11.7% | +5.2% |
| 7D | +11.9% | -8.8% | +20.7% | +9.6% |
| 30D | +26.4% | -1.7% | +28.1% | +25.9% |
| 3M | +2.8% | +4.5% | -1.7% | +4.3% |
| 6M | +15.5% | -4.0% | +19.5% | +16.1% |
| YTD | +5.5% | +41.4% | -35.8% | +1.9% |
| 1Y | -4.6% | +45.9% | -50.5% | -8.2% |
| All | -4.6% | +45.4% | -50.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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