-23.2%
HD vs VLO
+149.2%
-172.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -1.6% |
| 7D | -1.2% | +5.8% | -6.9% | 0.0% |
| 30D | -11.1% | +28.3% | -39.5% | -6.2% |
| 3M | +2.0% | +48.7% | -46.7% | +11.2% |
| 6M | -10.5% | +71.9% | -82.4% | -0.3% |
| YTD | -6.9% | +138.7% | -145.5% | +6.3% |
| 1Y | -23.2% | +148.5% | -171.6% | -12.6% |
| All | -23.2% | +149.2% | -172.4% | -12.6% |
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