+924.9%
VLO vs HIG
+313.7%
+611.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +5.3% | -1.5% | +6.8% | +6.2% |
| 30D | +18.2% | -0.4% | +18.6% | +18.3% |
| 3M | +53.3% | +6.7% | +46.7% | +46.6% |
| 6M | +70.4% | +2.0% | +68.5% | +66.1% |
| YTD | +143.4% | +0.3% | +143.1% | +139.2% |
| 1Y | +153.0% | +4.2% | +148.8% | +141.6% |
| 3Y | +195.0% | +102.2% | +92.7% | +78.7% |
| 5Y | +618.8% | +118.5% | +500.3% | +308.4% |
| All | +924.9% | +313.7% | +611.2% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling