+8.1%
HD vs OXY
+82.3%
-74.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | +5.2% | -5.8% | +11.0% | +5.5% |
| 30D | +20.7% | -5.3% | +26.1% | +21.0% |
| 3M | +0.8% | -2.5% | +3.3% | +0.8% |
| 6M | +12.2% | +8.3% | +3.9% | +10.9% |
| YTD | +4.2% | +40.3% | -36.1% | -1.1% |
| 1Y | -2.6% | +38.8% | -41.4% | -7.5% |
| 3Y | +30.0% | -1.4% | +31.4% | +27.0% |
| 5Y | +8.1% | +92.2% | -84.1% | +1.3% |
| All | +8.1% | +82.3% | -74.2% | +1.3% |
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