+18,894.1%
VLO vs HIG
+1,002.1%
+17,892.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +22.6% | -3.2% | +25.8% | +23.5% |
| 3M | +43.8% | +9.1% | +34.6% | +40.3% |
| 6M | +65.7% | -1.8% | +67.5% | +65.7% |
| YTD | +131.1% | +1.8% | +129.3% | +128.9% |
| 1Y | +143.6% | +4.6% | +139.1% | +139.3% |
| 3Y | +201.4% | +101.6% | +99.7% | +150.0% |
| 5Y | +568.9% | +124.5% | +444.4% | +441.1% |
| 10Y | +891.8% | +317.8% | +574.0% | +595.8% |
| All | +18,894.1% | +1,002.1% | +17,892.1% | +8,635.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling