+130.0%
HL vs VLO
+790.8%
-660.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | -11.1% | +9.6% | -20.8% | -13.0% |
| 30D | -12.1% | -17.4% | +5.3% | -8.6% |
| 3M | -26.1% | +10.8% | -36.9% | -28.7% |
| 6M | -37.7% | +56.9% | -94.7% | -45.4% |
| YTD | -31.7% | +136.8% | -168.5% | -47.1% |
| 1Y | -11.6% | +120.7% | -132.3% | -30.2% |
| 3Y | +249.6% | +231.9% | +17.7% | +141.7% |
| 5Y | +108.5% | +479.0% | -370.5% | +23.2% |
| All | +130.0% | +790.8% | -660.7% | +10.4% |
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