+192.7%
VLO vs HBM
+522.1%
-329.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.8% | -2.5% | +2.7% |
| 7D | +5.8% | +7.4% | -1.6% | +5.0% |
| 30D | +28.3% | +5.1% | +23.3% | +27.5% |
| 3M | +48.7% | +11.1% | +37.6% | +46.3% |
| 6M | +71.9% | +30.2% | +41.7% | +63.3% |
| YTD | +138.7% | +46.2% | +92.4% | +119.3% |
| 1Y | +148.5% | +120.0% | +28.4% | +108.1% |
| 3Y | +192.7% | +527.4% | -334.8% | +86.8% |
| All | +192.7% | +522.1% | -329.4% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling