+231.9%
VLO vs HCA
+118.7%
+113.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +9.6% | +0.8% | +8.8% | +9.6% |
| 30D | -17.4% | +6.1% | -23.5% | -17.5% |
| 3M | +10.8% | +21.4% | -10.7% | +9.9% |
| 6M | +56.9% | +17.2% | +39.8% | +56.6% |
| YTD | +136.8% | +7.5% | +129.3% | +136.4% |
| 1Y | +120.7% | +6.2% | +114.5% | +120.6% |
| 3Y | +231.9% | +122.0% | +109.9% | +147.8% |
| All | +231.9% | +118.7% | +113.3% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling