+790.3%
VLO vs HIG
+261.7%
+528.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +9.6% | +2.6% | +7.0% | +7.9% |
| 30D | -17.4% | +4.2% | -21.6% | -19.7% |
| 3M | +10.8% | +0.2% | +10.6% | +10.1% |
| 6M | +56.9% | +4.6% | +52.3% | +50.9% |
| YTD | +136.8% | +1.1% | +135.7% | +130.8% |
| 1Y | +120.7% | +4.7% | +116.0% | +109.9% |
| 3Y | +231.9% | +95.5% | +136.5% | +105.3% |
| 5Y | +479.0% | +111.7% | +367.3% | +235.3% |
| All | +790.3% | +261.7% | +528.6% | +278.4% |
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