+489.7%
HPE vs VLO
+933.4%
-443.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.3% | -5.9% |
| 7D | +1.4% | +4.0% | -2.5% | 0.0% |
| 30D | +1.5% | +19.0% | -17.4% | -5.1% |
| 3M | +21.7% | +50.0% | -28.2% | +3.2% |
| 6M | +164.2% | +79.1% | +85.0% | +106.6% |
| YTD | +132.1% | +140.3% | -8.2% | +59.9% |
| 1Y | +130.6% | +148.3% | -17.7% | +56.1% |
| 3Y | +244.1% | +194.6% | +49.5% | +110.0% |
| 5Y | +340.8% | +609.6% | -268.8% | +71.0% |
| All | +489.7% | +933.4% | -443.7% | +95.6% |
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