+677.7%
HPE vs OXY
+12.8%
+664.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.0% | +6.7% | +7.5% |
| 7D | +10.1% | -0.5% | +10.6% | +10.3% |
| 30D | +5.3% | +8.5% | -3.2% | +2.8% |
| 3M | +12.7% | +6.0% | +6.7% | +10.2% |
| 6M | +167.7% | +13.0% | +154.7% | +155.1% |
| YTD | +135.5% | +48.9% | +86.6% | +106.3% |
| 1Y | +143.4% | +36.4% | +107.0% | +118.2% |
| 3Y | +249.2% | -2.3% | +251.5% | +239.5% |
| 5Y | +343.8% | +160.6% | +183.2% | +208.7% |
| 10Y | +495.9% | +2.0% | +493.9% | +370.9% |
| All | +677.7% | +12.8% | +664.9% | +465.8% |
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 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