+560.5%
VLO vs HAS
+13.4%
+547.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +5.2% | -1.8% | +7.0% | +5.6% |
| 30D | +22.6% | +2.3% | +20.3% | +22.0% |
| 3M | +43.8% | +10.4% | +33.4% | +40.6% |
| 6M | +65.7% | -3.2% | +69.0% | +65.7% |
| YTD | +131.1% | +15.4% | +115.7% | +120.9% |
| 1Y | +143.6% | +18.8% | +124.8% | +130.8% |
| 3Y | +201.4% | +43.9% | +157.4% | +167.1% |
| All | +560.5% | +13.4% | +547.1% | +541.9% |
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