+248.6%
HD vs VLO
+790.8%
-542.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +1.5% | +9.6% | -8.1% | +0.2% |
| 30D | +18.0% | -17.4% | +35.4% | +21.0% |
| 3M | +2.8% | +10.8% | -8.0% | +0.7% |
| 6M | +17.0% | +56.9% | -40.0% | +7.9% |
| YTD | +3.5% | +136.8% | -133.2% | -11.9% |
| 1Y | -2.6% | +120.7% | -123.2% | -16.2% |
| 3Y | +30.7% | +231.9% | -201.2% | +2.4% |
| 5Y | +6.2% | +479.0% | -472.8% | -28.1% |
| All | +248.6% | +790.8% | -542.2% | +102.1% |
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