+217.8%
VLO vs HIG
+95.7%
+122.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.8% |
| 7D | -0.4% | -0.7% | +0.2% | -0.3% |
| 30D | -16.6% | +5.4% | -21.9% | -17.8% |
| 3M | +12.3% | -0.9% | +13.2% | +12.3% |
| 6M | +47.8% | +4.8% | +43.1% | +45.0% |
| YTD | +126.7% | +0.9% | +125.8% | +124.3% |
| 1Y | +105.4% | +6.5% | +98.9% | +98.8% |
| All | +217.8% | +95.7% | +122.2% | +169.4% |
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 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