+237.0%
HOOD vs VLO
+559.0%
-322.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -4.7% |
| 7D | +13.4% | +5.8% | +7.6% | +11.9% |
| 30D | +25.8% | +28.3% | -2.6% | +18.6% |
| 3M | +38.0% | +48.7% | -10.8% | +25.1% |
| 6M | +52.2% | +71.9% | -19.7% | +30.6% |
| YTD | +3.7% | +138.7% | -134.9% | -19.3% |
| 1Y | +0.1% | +148.5% | -148.4% | -23.3% |
| 3Y | +992.6% | +192.7% | +799.9% | +679.5% |
| 5Y | +193.0% | +601.6% | -408.6% | +113.1% |
| All | +237.0% | +559.0% | -322.0% | +137.4% |
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