+717.1%
VLO vs HST
+143.2%
+573.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | -1.9% |
| 7D | -9.5% | +0.6% | -10.1% | -10.0% |
| 30D | -19.1% | +14.5% | -33.6% | -25.7% |
| 3M | +11.4% | +15.4% | -4.1% | +1.6% |
| 6M | +46.7% | +22.0% | +24.8% | +27.9% |
| YTD | +118.6% | +54.9% | +63.8% | +62.5% |
| 1Y | +99.9% | +54.0% | +45.9% | +48.7% |
| 3Y | +210.5% | +90.4% | +120.0% | +96.3% |
| 5Y | +432.7% | +84.2% | +348.4% | +219.6% |
| 10Y | +717.1% | +144.6% | +572.5% | +295.7% |
| All | +717.1% | +143.2% | +573.9% | +295.7% |
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