+116.4%
HPE vs OXY
+45.4%
+71.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.1% | -0.5% | -5.2% |
| 7D | -17.0% | -8.8% | -8.2% | -16.3% |
| 30D | -26.7% | -1.7% | -25.0% | -26.4% |
| 3M | -4.1% | +4.5% | -8.7% | -4.3% |
| 6M | +75.4% | -4.0% | +79.4% | +77.0% |
| YTD | +111.0% | +41.4% | +69.6% | +93.1% |
| 1Y | +116.4% | +45.9% | +70.6% | +94.1% |
| All | +116.4% | +45.4% | +71.1% | +94.1% |
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