+17.3%
OXY vs HAS
+97.5%
-80.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +4.2% | +1.4% | +2.8% | +3.7% |
| 30D | -4.3% | +26.3% | -30.6% | -12.0% |
| 3M | +2.3% | +25.6% | -23.3% | -5.8% |
| 6M | +5.5% | +30.3% | -24.7% | -4.7% |
| YTD | +44.9% | +50.4% | -5.5% | +22.6% |
| 1Y | +42.6% | +57.7% | -15.1% | +18.4% |
| 3Y | +0.7% | +213.4% | -212.6% | -37.6% |
| 5Y | +96.9% | +49.1% | +47.8% | +59.5% |
| All | +17.3% | +97.5% | -80.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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