+2,779.6%
VLO vs HBM
+470.7%
+2,308.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | -0.4% | -1.3% | +0.8% | -0.2% |
| 30D | -16.6% | -14.8% | -1.8% | -14.0% |
| 3M | +12.3% | -20.7% | +33.0% | +16.9% |
| 6M | +47.8% | -13.9% | +61.8% | +48.0% |
| YTD | +126.7% | +10.6% | +116.1% | +108.1% |
| 1Y | +105.4% | +32.4% | +73.0% | +79.8% |
| 3Y | +222.0% | +432.0% | -210.0% | +89.2% |
| 5Y | +449.8% | +205.5% | +244.4% | +250.1% |
| 10Y | +754.3% | +291.1% | +463.2% | +326.8% |
| All | +2,779.6% | +470.7% | +2,308.9% | +777.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling