+790.3%
VLO vs BHP
+333.8%
+456.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.9% |
| 7D | +9.6% | -0.5% | +10.1% | +9.9% |
| 30D | -17.4% | -4.5% | -12.9% | -15.9% |
| 3M | +10.8% | -6.9% | +17.6% | +13.5% |
| 6M | +56.9% | -10.6% | +67.5% | +61.3% |
| YTD | +136.8% | +37.2% | +99.6% | +85.8% |
| 1Y | +120.7% | +48.0% | +72.6% | +65.1% |
| 3Y | +231.9% | +52.6% | +179.4% | +135.6% |
| 5Y | +479.0% | +116.5% | +362.5% | +208.0% |
| All | +790.3% | +333.8% | +456.6% | +237.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling