+396.0%
HPE vs OXY
+160.1%
+235.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +12.0% | +12.3% |
| 7D | +19.4% | +2.8% | +16.6% | +18.6% |
| 30D | +5.6% | +5.5% | +0.2% | +4.1% |
| 3M | +33.1% | +11.3% | +21.8% | +28.9% |
| 6M | +192.5% | +11.6% | +180.9% | +180.8% |
| YTD | +160.9% | +51.6% | +109.4% | +129.0% |
| 1Y | +155.0% | +36.2% | +118.8% | +130.1% |
| 3Y | +289.4% | +1.7% | +287.7% | +269.7% |
| All | +396.0% | +160.1% | +235.9% | +263.8% |
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