+14.2%
OXY vs HUT
+221.4%
-207.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +1.0% |
| 7D | +4.2% | +9.3% | -5.1% | +3.6% |
| 30D | -4.3% | -23.1% | +18.8% | -3.3% |
| 3M | +2.3% | -30.6% | +32.9% | +3.5% |
| 6M | +5.5% | -46.9% | +52.4% | +7.7% |
| YTD | +44.9% | +25.3% | +19.6% | +36.8% |
| 1Y | +42.6% | +59.8% | -17.2% | +31.5% |
| 3Y | +0.7% | +467.2% | -466.4% | -22.2% |
| 5Y | +96.9% | -24.6% | +121.5% | +64.9% |
| All | +14.2% | +221.4% | -207.3% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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