+206.5%
VLO vs HAS
+215.8%
-9.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -9.5% | +3.3% | -12.8% | -10.1% |
| 30D | -19.1% | +30.5% | -49.7% | -23.3% |
| 3M | +11.4% | +29.9% | -18.5% | +5.6% |
| 6M | +46.7% | +26.5% | +20.2% | +39.8% |
| YTD | +118.6% | +51.9% | +66.7% | +95.9% |
| 1Y | +99.9% | +60.9% | +39.0% | +75.7% |
| All | +206.5% | +215.8% | -9.3% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling