+16.2%
OXY vs HUT
+422.3%
-406.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -1.3% |
| 7D | +1.6% | +17.8% | -16.2% | +0.5% |
| 30D | +11.6% | +0.8% | +10.7% | +11.3% |
| 3M | +2.8% | -26.8% | +29.6% | +3.9% |
| 6M | +13.0% | +72.6% | -59.5% | +6.4% |
| YTD | +47.4% | +103.6% | -56.2% | +36.1% |
| 1Y | +31.5% | +265.3% | -233.8% | +14.5% |
| 3Y | -1.9% | +689.4% | -691.4% | -25.3% |
| 5Y | +148.0% | +75.3% | +72.6% | +96.0% |
| All | +16.2% | +422.3% | -406.1% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling