+778.9%
VLO vs HIG
+260.2%
+518.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +6.8% | -0.1% | +6.9% | +6.8% |
| 30D | -17.9% | +4.4% | -22.2% | -20.2% |
| 3M | +13.5% | 0.0% | +13.5% | +13.0% |
| 6M | +53.0% | +3.8% | +49.2% | +47.8% |
| YTD | +133.7% | +0.7% | +133.1% | +128.4% |
| 1Y | +115.7% | +5.0% | +110.6% | +104.7% |
| 3Y | +231.9% | +95.3% | +136.6% | +105.3% |
| 5Y | +471.6% | +110.8% | +360.8% | +231.9% |
| All | +778.9% | +260.2% | +518.7% | +274.5% |
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