+1,332.5%
OXY vs HST
+1,330.6%
+1.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | +11.6% | -12.3% | +23.8% | +16.0% |
| 3M | +2.8% | -6.4% | +9.2% | +4.4% |
| 6M | +13.0% | +15.0% | -2.0% | +6.5% |
| YTD | +47.4% | +30.5% | +16.9% | +33.1% |
| 1Y | +31.5% | +35.7% | -4.2% | +17.0% |
| 3Y | -1.9% | +68.4% | -70.3% | -19.5% |
| 5Y | +148.0% | +73.1% | +74.8% | +98.0% |
| 10Y | +2.3% | +92.7% | -90.5% | -18.3% |
| All | +1,332.5% | +1,330.6% | +1.8% | +673.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling