+1,271.9%
OXY vs HST
+1,587.7%
-315.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -6.4% | +13.4% | -19.7% | -10.3% |
| 3M | -2.6% | +16.7% | -19.3% | -7.7% |
| 6M | +4.8% | +24.0% | -19.2% | -3.2% |
| YTD | +41.2% | +54.0% | -12.8% | +20.5% |
| 1Y | +39.5% | +55.0% | -15.5% | +18.7% |
| 3Y | -0.8% | +89.3% | -90.2% | -21.6% |
| 5Y | +91.6% | +85.4% | +6.1% | +49.1% |
| 10Y | +15.7% | +137.1% | -121.4% | -13.4% |
| All | +1,271.9% | +1,587.7% | -315.7% | +600.4% |
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