+869.5%
VLO vs HST
+97.2%
+772.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +5.2% | -1.0% | +6.2% | +5.8% |
| 30D | +22.6% | -12.3% | +34.9% | +31.8% |
| 3M | +43.8% | -6.4% | +50.1% | +48.0% |
| 6M | +65.7% | +15.0% | +50.7% | +48.7% |
| YTD | +131.1% | +30.5% | +100.6% | +91.3% |
| 1Y | +143.6% | +35.7% | +108.0% | +96.0% |
| 3Y | +201.4% | +68.4% | +133.0% | +105.2% |
| 5Y | +568.9% | +73.1% | +495.8% | +313.8% |
| All | +869.5% | +97.2% | +772.4% | +414.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling