+192.7%
VLO vs BHP
+87.4%
+105.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.5% | +2.9% |
| 7D | +5.8% | +1.3% | +4.5% | +5.5% |
| 30D | +28.3% | +4.0% | +24.4% | +27.1% |
| 3M | +48.7% | +12.3% | +36.4% | +44.2% |
| 6M | +71.9% | +30.8% | +41.1% | +57.1% |
| YTD | +138.7% | +58.8% | +79.9% | +100.9% |
| 1Y | +148.5% | +76.8% | +71.6% | +99.3% |
| 3Y | +192.7% | +87.5% | +105.2% | +121.1% |
| All | +192.7% | +87.4% | +105.3% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling