+120.6%
VLO vs HCA
+11.2%
+109.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +10.3% | -16.1% | -3.7% |
| 7D | -6.0% | +10.2% | -16.2% | -3.9% |
| 30D | -12.9% | +17.4% | -30.3% | -9.8% |
| 3M | +18.3% | +27.7% | -9.3% | +24.8% |
| 6M | +46.4% | +20.0% | +26.4% | +53.9% |
| YTD | +127.7% | +10.0% | +117.8% | +132.5% |
| 1Y | +120.6% | +9.0% | +111.6% | +125.7% |
| All | +120.6% | +11.2% | +109.4% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling