+1,362.5%
OXY vs HRB
+3,081.6%
-1,719.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | +0.6% | -10.6% | +11.3% | +3.4% |
| 30D | +4.5% | -0.8% | +5.3% | +4.0% |
| 3M | +8.9% | +19.1% | -10.2% | +2.9% |
| 6M | +12.5% | +48.7% | -36.2% | -0.8% |
| YTD | +50.5% | +7.1% | +43.4% | +43.5% |
| 1Y | +38.6% | -8.3% | +46.9% | +37.3% |
| 3Y | -1.2% | +25.8% | -27.1% | -12.2% |
| 5Y | +161.6% | +111.1% | +50.5% | +96.8% |
| 10Y | +5.3% | +206.6% | -201.3% | -31.9% |
| All | +1,362.5% | +3,081.6% | -1,719.1% | +429.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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