+33,787.5%
HD vs OXY
+1,329.6%
+32,457.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.3% |
| 7D | -0.5% | +3.6% | -4.1% | -1.2% |
| 30D | +18.5% | -5.3% | +23.8% | +19.5% |
| 3M | +2.2% | +0.2% | +2.0% | +1.7% |
| 6M | +13.8% | +4.7% | +9.1% | +11.7% |
| YTD | +3.4% | +44.0% | -40.6% | -5.9% |
| 1Y | -3.5% | +42.1% | -45.6% | -12.0% |
| 3Y | +29.0% | +1.2% | +27.8% | +24.1% |
| 5Y | +6.1% | +95.7% | -89.6% | -14.8% |
| 10Y | +242.3% | +18.1% | +224.2% | +158.2% |
| All | +33,787.5% | +1,329.6% | +32,457.8% | +13,272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling