+1,246.6%
VLO vs HLT
+643.8%
+602.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | +6.2% | -1.5% | +7.7% | +7.0% |
| 30D | +23.5% | -1.2% | +24.7% | +24.1% |
| 3M | +53.9% | -10.3% | +64.2% | +62.0% |
| 6M | +81.7% | +1.3% | +80.4% | +75.6% |
| YTD | +142.5% | +7.0% | +135.4% | +125.6% |
| 1Y | +145.4% | +11.9% | +133.6% | +121.1% |
| 3Y | +197.3% | +100.7% | +96.7% | +83.4% |
| 5Y | +614.6% | +147.5% | +467.1% | +263.0% |
| 10Y | +938.9% | +586.5% | +352.3% | +215.3% |
| All | +1,246.6% | +643.8% | +602.8% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling