+2.2%
OXY vs HLT
+641.8%
-639.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +11.3% | -10.4% | +21.7% | +17.0% |
| 6M | +11.6% | +3.2% | +8.4% | +7.0% |
| YTD | +51.6% | +6.7% | +44.8% | +42.1% |
| 1Y | +36.2% | +10.3% | +25.9% | +24.9% |
| 3Y | +1.7% | +99.3% | -97.6% | -35.0% |
| 5Y | +164.5% | +143.7% | +20.8% | +42.2% |
| 10Y | +6.1% | +584.7% | -578.7% | -62.6% |
| All | +2.2% | +641.8% | -639.6% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling