+191.2%
VLO vs HLT
+99.0%
+92.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +4.0% | -2.6% | +6.6% | +4.4% |
| 30D | +19.0% | -2.6% | +21.6% | +19.5% |
| 3M | +50.0% | -9.4% | +59.4% | +52.3% |
| 6M | +79.1% | +2.7% | +76.4% | +74.0% |
| YTD | +140.3% | +6.8% | +133.5% | +128.9% |
| 1Y | +148.3% | +12.4% | +136.0% | +130.5% |
| All | +191.2% | +99.0% | +92.2% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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