-2.6%
HD vs VLO
+104.0%
-106.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -1.0% |
| 7D | +5.2% | -9.5% | +14.7% | +2.9% |
| 30D | +20.7% | -19.1% | +39.9% | +15.6% |
| 3M | +0.8% | +11.4% | -10.6% | +4.1% |
| 6M | +12.2% | +46.7% | -34.5% | +23.6% |
| YTD | +4.2% | +118.6% | -114.4% | +17.8% |
| 1Y | -2.6% | +99.9% | -102.4% | +8.4% |
| All | -2.6% | +104.0% | -106.6% | +8.4% |
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