+189.2%
VLO vs HIG
+100.1%
+89.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +3.8% |
| 7D | +5.8% | -1.1% | +6.8% | +6.0% |
| 30D | +28.3% | -4.9% | +33.2% | +30.0% |
| 3M | +48.7% | +6.8% | +41.9% | +45.3% |
| 6M | +71.9% | -1.7% | +73.6% | +71.9% |
| YTD | +138.7% | -0.2% | +138.9% | +137.2% |
| 1Y | +148.5% | +5.7% | +142.8% | +140.9% |
| All | +189.2% | +100.1% | +89.1% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling