+116.4%
HPE vs VLO
+120.8%
-4.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.8% | +0.1% | -4.6% |
| 7D | -17.0% | -6.0% | -11.0% | -15.9% |
| 30D | -26.7% | -12.9% | -13.9% | -25.0% |
| 3M | -4.1% | +18.3% | -22.5% | -6.6% |
| 6M | +75.4% | +46.4% | +29.0% | +66.2% |
| YTD | +111.0% | +127.7% | -16.7% | +86.3% |
| 1Y | +116.4% | +120.6% | -4.2% | +92.8% |
| All | +116.4% | +120.8% | -4.3% | +92.8% |
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