+2,835.1%
VLO vs HBM
+613.3%
+2,221.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +5.2% | -6.4% | +11.6% | +6.7% |
| 30D | +22.6% | +5.9% | +16.7% | +20.5% |
| 3M | +43.8% | -8.9% | +52.7% | +44.3% |
| 6M | +65.7% | +10.7% | +55.1% | +55.5% |
| YTD | +131.1% | +38.3% | +92.8% | +103.5% |
| 1Y | +143.6% | +121.3% | +22.3% | +88.9% |
| 3Y | +201.4% | +450.6% | -249.2% | +77.4% |
| 5Y | +568.9% | +338.0% | +230.9% | +293.5% |
| 10Y | +891.8% | +578.6% | +313.2% | +339.3% |
| All | +2,835.1% | +613.3% | +2,221.8% | +758.4% |
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