+120.6%
VLO vs BHP
+53.4%
+67.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.6% | -8.3% | -5.3% |
| 7D | -6.0% | -2.5% | -3.4% | -6.2% |
| 30D | -12.9% | -7.7% | -5.2% | -13.4% |
| 3M | +18.3% | -6.4% | +24.7% | +17.8% |
| 6M | +46.4% | +5.2% | +41.3% | +48.1% |
| YTD | +127.7% | +38.3% | +89.4% | +115.9% |
| 1Y | +120.6% | +53.4% | +67.2% | +108.8% |
| All | +120.6% | +53.4% | +67.2% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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