+17.0%
OXY vs HWM
+1,311.7%
-1,294.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.1% |
| 7D | +2.8% | -11.4% | +14.3% | +8.6% |
| 30D | +5.5% | -18.5% | +23.9% | +15.5% |
| 3M | +11.3% | -13.2% | +24.5% | +17.4% |
| 6M | +11.6% | -8.7% | +20.3% | +11.4% |
| YTD | +51.6% | +12.2% | +39.4% | +34.4% |
| 1Y | +36.2% | +24.9% | +11.3% | +13.1% |
| 3Y | +1.7% | +383.9% | -382.2% | -64.3% |
| 5Y | +164.5% | +646.1% | -481.7% | -30.9% |
| All | +17.0% | +1,311.7% | -1,294.7% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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