+6.2%
HD vs OXY
+164.6%
-158.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -1.8% | +0.6% | -2.5% | -1.9% |
| 30D | -10.8% | +4.5% | -15.4% | -11.1% |
| 3M | -2.7% | +8.9% | -11.6% | -3.4% |
| 6M | -10.3% | +12.5% | -22.7% | -11.8% |
| YTD | -7.8% | +50.5% | -58.3% | -12.7% |
| 1Y | -23.1% | +38.6% | -61.7% | -26.6% |
| 3Y | +2.0% | -1.2% | +3.2% | +0.1% |
| 5Y | +6.2% | +161.6% | -155.4% | -5.2% |
| All | +6.2% | +164.6% | -158.4% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling