+6.4%
OXY vs HBM
+619.2%
-612.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.8% | -3.3% | +6.1% | +3.7% |
| 30D | +5.5% | -4.8% | +10.3% | +6.4% |
| 3M | +11.3% | -0.4% | +11.7% | +9.3% |
| 6M | +11.6% | +17.9% | -6.3% | +0.4% |
| YTD | +51.6% | +33.7% | +17.8% | +28.8% |
| 1Y | +36.2% | +95.6% | -59.4% | +0.7% |
| 3Y | +1.7% | +458.1% | -456.4% | -51.2% |
| 5Y | +164.5% | +329.0% | -164.5% | +28.9% |
| All | +6.4% | +619.2% | -612.7% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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