+120.7%
VLO vs BHP
+46.1%
+74.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.1% |
| 7D | +9.6% | -0.5% | +10.1% | +9.6% |
| 30D | -17.4% | -4.5% | -12.9% | -17.7% |
| 3M | +10.8% | -6.9% | +17.6% | +10.2% |
| 6M | +56.9% | -10.6% | +67.5% | +56.6% |
| YTD | +136.8% | +37.2% | +99.6% | +124.2% |
| 1Y | +120.7% | +48.0% | +72.6% | +107.1% |
| All | +120.7% | +46.1% | +74.5% | +107.1% |
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