+2,572.9%
VLO vs HCA
+1,635.7%
+937.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +5.8% | -2.8% | +8.6% | +6.8% |
| 30D | +28.3% | -2.7% | +31.1% | +29.5% |
| 3M | +48.7% | +11.5% | +37.3% | +41.0% |
| 6M | +71.9% | -24.3% | +96.2% | +87.4% |
| YTD | +138.7% | -13.6% | +152.2% | +145.7% |
| 1Y | +148.5% | -3.2% | +151.6% | +143.2% |
| 3Y | +192.7% | +50.4% | +142.2% | +132.7% |
| 5Y | +601.6% | +64.8% | +536.8% | +411.6% |
| 10Y | +900.2% | +456.5% | +443.6% | +337.8% |
| All | +2,572.9% | +1,635.7% | +937.2% | +616.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling