+77.6%
HL vs VLO
+152.2%
-74.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.1% |
| 7D | -4.4% | +5.3% | -9.7% | -4.0% |
| 30D | +9.3% | +18.2% | -8.9% | +10.6% |
| 3M | +32.0% | +53.3% | -21.4% | +34.6% |
| 6M | -6.4% | +70.4% | -76.9% | -6.0% |
| YTD | +3.1% | +143.4% | -140.2% | -7.6% |
| 1Y | +77.6% | +153.0% | -75.4% | +59.8% |
| All | +77.6% | +152.2% | -74.7% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling