+212.1%
HD vs VLO
+871.1%
-658.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | +5.2% | -7.3% | -2.8% |
| 30D | -8.4% | +22.6% | -31.0% | -11.3% |
| 3M | +4.3% | +43.8% | -39.4% | -1.7% |
| 6M | -11.1% | +65.7% | -76.9% | -18.8% |
| YTD | -4.7% | +131.1% | -135.8% | -18.1% |
| 1Y | -19.8% | +143.6% | -163.4% | -32.0% |
| 3Y | +4.1% | +201.4% | -197.3% | -16.6% |
| 5Y | +10.3% | +568.9% | -558.6% | -27.4% |
| All | +212.1% | +871.1% | -658.9% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling