+31,139.8%
HD vs VLO
+35,889.1%
-4,749.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | +5.2% | -7.3% | -3.0% |
| 30D | -8.4% | +22.6% | -31.0% | -11.9% |
| 3M | +4.3% | +43.8% | -39.4% | -3.0% |
| 6M | -11.1% | +65.7% | -76.9% | -20.2% |
| YTD | -4.7% | +131.1% | -135.8% | -19.9% |
| 1Y | -19.8% | +143.6% | -163.4% | -33.6% |
| 3Y | +4.1% | +201.4% | -197.3% | -18.8% |
| 5Y | +10.3% | +568.9% | -558.6% | -29.0% |
| 10Y | +203.2% | +891.8% | -688.6% | +67.4% |
| All | +31,139.8% | +35,889.1% | -4,749.3% | +7,273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling