+129.2%
HPE vs VLO
+143.4%
-14.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -0.6% | +5.2% | -5.8% | -1.4% |
| 30D | -2.3% | +22.6% | -24.9% | -5.5% |
| 3M | -2.9% | +43.8% | -46.6% | -8.2% |
| 6M | +143.6% | +65.7% | +77.8% | +122.8% |
| YTD | +118.5% | +131.1% | -12.6% | +86.5% |
| 1Y | +129.2% | +143.6% | -14.4% | +97.4% |
| All | +129.2% | +143.4% | -14.1% | +97.4% |
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 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