+588.7%
VLO vs HLT
+142.1%
+446.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.3% | -1.6% | +6.9% | +5.8% |
| 30D | +18.2% | -5.0% | +23.3% | +20.0% |
| 3M | +53.3% | -10.4% | +63.7% | +58.0% |
| 6M | +70.4% | +3.2% | +67.2% | +65.3% |
| YTD | +143.4% | +6.7% | +136.6% | +132.0% |
| 1Y | +153.0% | +10.3% | +142.7% | +137.1% |
| 3Y | +195.0% | +99.3% | +95.6% | +114.1% |
| All | +588.7% | +142.1% | +446.6% | +331.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling