+139.3%
HOOD vs VLO
+514.0%
-374.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.3% |
| 7D | -0.6% | -6.5% | +5.9% | +0.8% |
| 30D | -23.6% | -17.8% | -5.8% | -20.6% |
| 3M | -10.7% | +19.6% | -30.3% | -15.2% |
| 6M | +8.2% | +49.3% | -41.1% | -3.3% |
| YTD | -26.3% | +122.4% | -148.7% | -42.3% |
| 1Y | -36.1% | +107.4% | -143.5% | -48.9% |
| 3Y | +950.7% | +223.1% | +727.6% | +631.2% |
| 5Y | +127.0% | +432.2% | -305.2% | +50.9% |
| All | +139.3% | +514.0% | -374.8% | +69.8% |
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 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