+7.9%
HD vs VLO
+44.0%
-36.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -2.2% |
| 7D | +4.3% | -13.3% | +17.6% | +0.9% |
| 30D | +20.2% | -18.3% | +38.5% | +14.9% |
| 3M | -1.0% | +14.3% | -15.4% | +4.9% |
| 6M | +7.9% | +47.6% | -39.7% | +22.9% |
| All | +7.9% | +44.0% | -36.1% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling