+6.4%
OXY vs HST
+110.3%
-103.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +2.8% | +0.9% | +2.0% | +2.3% |
| 30D | +5.5% | -2.5% | +7.9% | +7.0% |
| 3M | +11.3% | -5.1% | +16.4% | +13.7% |
| 6M | +11.6% | +21.6% | -10.0% | -4.3% |
| YTD | +51.6% | +31.6% | +19.9% | +22.8% |
| 1Y | +36.2% | +36.1% | +0.1% | +7.4% |
| 3Y | +1.7% | +66.5% | -64.8% | -32.6% |
| 5Y | +164.5% | +76.6% | +87.9% | +53.7% |
| All | +6.4% | +110.3% | -103.9% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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