+151.7%
HYG vs OXY
+113.6%
+38.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | +2.8% | -3.5% | -1.0% |
| 30D | -0.7% | +5.5% | -6.2% | -1.3% |
| 3M | -0.2% | +11.3% | -11.5% | -1.5% |
| 6M | +1.4% | +11.6% | -10.2% | -0.2% |
| YTD | +1.5% | +51.6% | -50.1% | -3.6% |
| 1Y | +2.9% | +36.2% | -33.3% | -1.2% |
| 3Y | +25.6% | +1.7% | +23.9% | +23.4% |
| 5Y | +18.6% | +164.5% | -145.9% | +1.8% |
| 10Y | +55.7% | +6.1% | +49.7% | +38.0% |
| All | +151.7% | +113.6% | +38.1% | +88.2% |
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