+6.4%
OXY vs HIG
+313.7%
-307.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +2.8% | -1.5% | +4.3% | +3.7% |
| 30D | +5.5% | -0.4% | +5.8% | +5.5% |
| 3M | +11.3% | +6.7% | +4.6% | +6.5% |
| 6M | +11.6% | +2.0% | +9.6% | +8.9% |
| YTD | +51.6% | +0.3% | +51.3% | +48.9% |
| 1Y | +36.2% | +4.2% | +32.0% | +30.1% |
| 3Y | +1.7% | +102.2% | -100.5% | -39.1% |
| 5Y | +164.5% | +118.5% | +46.0% | +47.7% |
| All | +6.4% | +313.7% | -307.2% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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