+473.2%
VLO vs HAS
+48.2%
+425.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +9.6% | +1.4% | +8.3% | +9.3% |
| 30D | -17.4% | +26.3% | -43.7% | -21.2% |
| 3M | +10.8% | +25.6% | -14.8% | +5.7% |
| 6M | +56.9% | +30.3% | +26.7% | +48.3% |
| YTD | +136.8% | +50.4% | +86.4% | +114.2% |
| 1Y | +120.7% | +57.7% | +62.9% | +97.1% |
| 3Y | +231.9% | +213.4% | +18.5% | +152.9% |
| All | +473.2% | +48.2% | +425.0% | +406.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling