+900.2%
VLO vs HAS
+53.3%
+846.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +4.0% |
| 7D | +5.8% | -3.1% | +8.9% | +6.7% |
| 30D | +28.3% | -2.7% | +31.0% | +29.3% |
| 3M | +48.7% | +8.9% | +39.8% | +44.1% |
| 6M | +71.9% | -2.9% | +74.8% | +70.8% |
| YTD | +138.7% | +12.6% | +126.0% | +125.2% |
| 1Y | +148.5% | +17.5% | +131.0% | +130.6% |
| 3Y | +192.7% | +46.2% | +146.5% | +146.7% |
| 5Y | +601.6% | +12.6% | +589.0% | +532.7% |
| 10Y | +900.2% | +55.7% | +844.5% | +691.2% |
| All | +900.2% | +53.3% | +846.9% | +691.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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