+238.2%
HL vs VLO
+600.5%
-362.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -5.6% | +4.0% | -9.6% | -6.5% |
| 30D | +12.7% | +19.0% | -6.2% | +7.7% |
| 3M | +42.5% | +50.0% | -7.5% | +27.3% |
| 6M | -9.0% | +79.1% | -88.1% | -24.1% |
| YTD | +4.4% | +140.3% | -135.9% | -21.2% |
| 1Y | +82.7% | +148.3% | -65.7% | +36.0% |
| 3Y | +406.3% | +194.6% | +211.7% | +245.6% |
| 5Y | +238.2% | +609.6% | -371.4% | +61.4% |
| All | +238.2% | +600.5% | -362.4% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling