+112.8%
HL vs VLO
+476.5%
-363.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -11.1% | +9.6% | -20.8% | -12.9% |
| 30D | -12.1% | -17.4% | +5.3% | -8.7% |
| 3M | -26.1% | +10.8% | -36.9% | -28.8% |
| 6M | -37.7% | +56.9% | -94.7% | -45.7% |
| YTD | -31.7% | +136.8% | -168.5% | -48.6% |
| 1Y | -11.6% | +120.7% | -132.3% | -32.0% |
| 3Y | +249.6% | +231.9% | +17.7% | +127.8% |
| All | +112.8% | +476.5% | -363.7% | +16.9% |
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