+31,139.8%
HD vs OXY
+1,363.1%
+29,776.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.1% |
| 7D | -2.1% | +1.6% | -3.6% | -2.4% |
| 30D | -8.4% | +11.6% | -20.0% | -10.5% |
| 3M | +4.3% | +2.8% | +1.5% | +3.2% |
| 6M | -11.1% | +13.0% | -24.2% | -14.5% |
| YTD | -4.7% | +47.4% | -52.1% | -13.3% |
| 1Y | -19.8% | +31.5% | -51.3% | -25.6% |
| 3Y | +4.1% | -1.9% | +6.0% | +1.0% |
| 5Y | +10.3% | +148.0% | -137.6% | -15.9% |
| 10Y | +203.2% | +2.3% | +200.9% | +138.5% |
| All | +31,139.8% | +1,363.1% | +29,776.7% | +12,217.4% |
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