+921.0%
VLO vs HBM
+681.5%
+239.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +6.2% | +5.5% | +0.7% | +4.9% |
| 30D | +23.5% | +3.3% | +20.2% | +22.1% |
| 3M | +53.9% | +12.7% | +41.2% | +47.3% |
| 6M | +81.7% | +28.2% | +53.5% | +64.2% |
| YTD | +142.5% | +45.3% | +97.2% | +109.7% |
| 1Y | +145.4% | +121.7% | +23.7% | +87.6% |
| 3Y | +197.3% | +523.5% | -326.2% | +62.4% |
| 5Y | +614.6% | +393.9% | +220.7% | +289.5% |
| All | +921.0% | +681.5% | +239.5% | +315.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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