+563.1%
HPE vs OXY
+7.5%
+555.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +12.0% | +12.3% |
| 7D | +19.4% | +2.8% | +16.6% | +18.5% |
| 30D | +5.6% | +5.5% | +0.2% | +4.0% |
| 3M | +33.1% | +11.3% | +21.8% | +28.6% |
| 6M | +192.5% | +11.6% | +180.9% | +180.2% |
| YTD | +160.9% | +51.6% | +109.4% | +128.5% |
| 1Y | +155.0% | +36.2% | +118.8% | +129.5% |
| 3Y | +289.4% | +1.7% | +287.7% | +274.8% |
| 5Y | +395.7% | +164.5% | +231.2% | +248.4% |
| All | +563.1% | +7.5% | +555.6% | +392.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling