+6.4%
OXY vs HLT
+590.2%
-583.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -1.6% | +4.4% | +3.7% |
| 30D | +5.5% | -5.0% | +10.5% | +8.3% |
| 3M | +11.3% | -10.4% | +21.7% | +17.5% |
| 6M | +11.6% | +3.2% | +8.4% | +6.6% |
| YTD | +51.6% | +6.7% | +44.8% | +41.3% |
| 1Y | +36.2% | +10.3% | +25.9% | +23.8% |
| 3Y | +1.7% | +99.3% | -97.6% | -37.9% |
| 5Y | +164.5% | +143.7% | +20.8% | +31.7% |
| All | +6.4% | +590.2% | -583.8% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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