+11.8%
OXY vs HWM
+1,258.6%
-1,246.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +4.2% | +7.3% | -3.1% | +0.6% |
| 30D | -4.3% | +1.6% | -5.9% | -6.1% |
| 3M | +2.3% | -21.9% | +24.2% | +12.8% |
| 6M | +5.5% | -19.0% | +24.6% | +12.8% |
| YTD | +44.9% | +7.9% | +36.9% | +29.1% |
| 1Y | +42.6% | +9.9% | +32.7% | +25.4% |
| 3Y | +0.7% | +342.1% | -341.4% | -63.2% |
| 5Y | +96.9% | +600.8% | -503.9% | -47.4% |
| 10Y | +18.8% | +1,493.8% | -1,475.0% | -77.2% |
| All | +11.8% | +1,258.6% | -1,246.8% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling