+18.3%
HYG vs VLO
+608.8%
-590.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -0.7% | +5.3% | -6.0% | -0.9% |
| 30D | -0.7% | +18.2% | -19.0% | -1.4% |
| 3M | -0.2% | +53.3% | -53.5% | -2.1% |
| 6M | +1.4% | +70.4% | -69.0% | -1.1% |
| YTD | +1.5% | +143.4% | -141.9% | -3.0% |
| 1Y | +2.9% | +153.0% | -150.1% | -1.9% |
| 3Y | +25.6% | +195.0% | -169.3% | +17.8% |
| All | +18.3% | +608.8% | -590.6% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling