+1.6%
HYG vs VLO
+120.8%
-119.2%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | +0.6% |
| 7D | -0.1% | -6.0% | +5.9% | -0.2% |
| 30D | +0.7% | -12.9% | +13.6% | +0.4% |
| 3M | -2.0% | +18.3% | -20.4% | -1.6% |
| 6M | -0.9% | +46.4% | -47.3% | 0.0% |
| YTD | +0.1% | +127.7% | -127.7% | +0.5% |
| 1Y | +1.6% | +120.6% | -119.0% | +2.1% |
| All | +1.6% | +120.8% | -119.2% | +2.1% |
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