+161.6%
OXY vs HWM
+658.8%
-497.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +0.6% | -8.0% | +8.7% | +2.4% |
| 30D | +4.5% | -18.0% | +22.5% | +9.1% |
| 3M | +8.9% | -9.5% | +18.4% | +10.5% |
| 6M | +12.5% | -8.4% | +20.8% | +12.3% |
| YTD | +50.5% | +13.6% | +36.8% | +38.8% |
| 1Y | +38.6% | +30.2% | +8.4% | +21.3% |
| 3Y | -1.2% | +392.2% | -393.5% | -53.4% |
| 5Y | +161.6% | +645.2% | -483.6% | -6.0% |
| All | +161.6% | +658.8% | -497.2% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling