+256.9%
HL vs VLO
+946.8%
-689.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -4.4% | +5.3% | -9.7% | -5.6% |
| 30D | +9.3% | +18.2% | -8.9% | +4.7% |
| 3M | +32.0% | +53.3% | -21.4% | +18.0% |
| 6M | -6.4% | +70.4% | -76.9% | -19.5% |
| YTD | +3.1% | +143.4% | -140.2% | -19.7% |
| 1Y | +77.6% | +153.0% | -75.4% | +36.5% |
| 3Y | +392.8% | +195.0% | +197.9% | +255.5% |
| 5Y | +234.1% | +618.8% | -384.7% | +89.6% |
| All | +256.9% | +946.8% | -689.9% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling