+151.8%
HYG vs VLO
+1,022.4%
-870.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.7% | +4.0% | -4.7% | -1.2% |
| 30D | -0.6% | +19.0% | -19.6% | -2.5% |
| 3M | +0.4% | +50.0% | -49.6% | -4.2% |
| 6M | +1.2% | +79.1% | -77.9% | -5.6% |
| YTD | +1.5% | +140.3% | -138.8% | -8.7% |
| 1Y | +3.2% | +148.3% | -145.2% | -7.7% |
| 3Y | +25.9% | +194.6% | -168.7% | +9.0% |
| 5Y | +18.6% | +609.6% | -591.0% | -9.8% |
| 10Y | +55.8% | +929.5% | -873.7% | +6.0% |
| All | +151.8% | +1,022.4% | -870.6% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling