+33,321.4%
HD vs VLO
+33,533.0%
-211.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.6% |
| 7D | +4.3% | -13.3% | +17.6% | +6.9% |
| 30D | +20.2% | -18.3% | +38.5% | +24.3% |
| 3M | -1.0% | +14.3% | -15.4% | -4.1% |
| 6M | +7.9% | +47.6% | -39.7% | -0.9% |
| YTD | +2.0% | +116.0% | -114.0% | -13.8% |
| 1Y | -4.3% | +101.0% | -105.3% | -18.1% |
| 3Y | +25.9% | +199.0% | -173.1% | -2.1% |
| 5Y | +5.8% | +419.0% | -413.2% | -28.7% |
| 10Y | +262.5% | +778.2% | -515.7% | +104.0% |
| All | +33,321.4% | +33,533.0% | -211.6% | +7,840.3% |
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