+245.3%
HD vs VLO
+749.3%
-504.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.4% |
| 7D | -1.2% | -0.4% | -0.7% | -1.1% |
| 30D | +20.9% | -16.6% | +37.5% | +23.8% |
| 3M | -0.2% | +12.3% | -12.4% | -2.5% |
| 6M | +14.5% | +47.8% | -33.3% | +6.6% |
| YTD | +4.3% | +126.7% | -122.4% | -10.7% |
| 1Y | -3.5% | +105.4% | -108.8% | -16.0% |
| 3Y | +30.1% | +222.0% | -191.9% | +2.3% |
| 5Y | +8.5% | +449.8% | -441.4% | -26.0% |
| 10Y | +245.3% | +754.3% | -509.0% | +101.3% |
| All | +245.3% | +749.3% | -504.0% | +101.3% |
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