+754.3%
VLO vs HAS
+106.0%
+648.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.2% |
| 7D | -0.4% | +2.0% | -2.5% | -1.0% |
| 30D | -16.6% | +30.9% | -47.5% | -23.4% |
| 3M | +12.3% | +28.8% | -16.5% | +3.6% |
| 6M | +47.8% | +32.3% | +15.5% | +34.5% |
| YTD | +126.7% | +54.7% | +72.0% | +93.6% |
| 1Y | +105.4% | +63.2% | +42.1% | +72.0% |
| 3Y | +222.0% | +220.7% | +1.3% | +110.1% |
| 5Y | +449.8% | +53.3% | +396.5% | +351.4% |
| 10Y | +754.3% | +104.2% | +650.1% | +510.0% |
| All | +754.3% | +106.0% | +648.3% | +510.0% |
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