+2,868.6%
VLO vs HBM
+462.4%
+2,406.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.4% |
| 7D | +6.8% | +5.1% | +1.7% | +5.5% |
| 30D | -17.9% | -15.8% | -2.0% | -15.1% |
| 3M | +13.5% | -22.4% | +36.0% | +18.8% |
| 6M | +53.0% | -20.2% | +73.3% | +56.0% |
| YTD | +133.7% | +9.0% | +124.7% | +115.2% |
| 1Y | +115.7% | +27.4% | +88.3% | +90.6% |
| 3Y | +231.9% | +424.2% | -192.3% | +95.7% |
| 5Y | +471.6% | +196.1% | +275.5% | +266.6% |
| 10Y | +780.7% | +285.4% | +495.3% | +341.4% |
| All | +2,868.6% | +462.4% | +2,406.2% | +807.9% |
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