+768.4%
VLO vs HAS
+101.4%
+667.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | -13.3% | -0.2% | -13.2% | -13.3% |
| 30D | -18.3% | +31.0% | -49.3% | -25.0% |
| 3M | +14.3% | +30.7% | -16.3% | +5.0% |
| 6M | +47.6% | +23.9% | +23.7% | +36.9% |
| YTD | +116.0% | +48.3% | +67.7% | +86.8% |
| 1Y | +101.0% | +60.2% | +40.8% | +69.1% |
| 3Y | +199.0% | +189.2% | +9.8% | +101.7% |
| 5Y | +419.0% | +50.4% | +368.6% | +327.6% |
| All | +768.4% | +101.4% | +667.1% | +521.8% |
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