+370.3%
HPE vs VLO
+790.8%
-420.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.2% |
| 7D | +7.9% | +9.6% | -1.8% | +4.0% |
| 30D | -23.5% | -17.4% | -6.1% | -17.6% |
| 3M | -19.1% | +10.8% | -29.8% | -22.7% |
| 6M | +51.4% | +56.9% | -5.5% | +25.2% |
| YTD | +103.4% | +136.8% | -33.3% | +39.8% |
| 1Y | +114.4% | +120.7% | -6.3% | +51.5% |
| 3Y | +224.7% | +231.9% | -7.3% | +87.0% |
| 5Y | +277.8% | +479.0% | -201.3% | +58.8% |
| All | +370.3% | +790.8% | -420.5% | +53.3% |
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