-4.6%
HD vs VLO
+120.8%
-125.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.8% | +12.3% | +5.2% |
| 7D | +11.9% | -6.0% | +17.9% | +10.5% |
| 30D | +26.4% | -12.9% | +39.3% | +23.1% |
| 3M | +2.8% | +18.3% | -15.5% | +7.8% |
| 6M | +15.5% | +46.4% | -31.0% | +27.5% |
| YTD | +5.5% | +127.7% | -122.2% | +21.3% |
| 1Y | -4.6% | +120.6% | -125.2% | +9.0% |
| All | -4.6% | +120.8% | -125.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 1y: compounded portfolio wealth divided by compounded VLO 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…
1y analysis · Full analysis span regression · 6 months rolling