+473.2%
VLO vs HCA
+111.8%
+361.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +9.6% | +0.8% | +8.8% | +9.5% |
| 30D | -17.4% | +6.1% | -23.5% | -18.1% |
| 3M | +10.8% | +21.4% | -10.7% | +7.7% |
| 6M | +56.9% | +17.2% | +39.8% | +53.1% |
| YTD | +136.8% | +7.5% | +129.3% | +132.8% |
| 1Y | +120.7% | +6.2% | +114.5% | +117.4% |
| 3Y | +231.9% | +122.0% | +109.9% | +171.1% |
| All | +473.2% | +111.8% | +361.5% | +339.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling