+105.4%
VLO vs HST
+54.6%
+50.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.6% |
| 7D | -0.4% | -1.3% | +0.8% | -0.7% |
| 30D | -16.6% | +13.4% | -29.9% | -14.7% |
| 3M | +12.3% | +16.7% | -4.4% | +15.4% |
| 6M | +47.8% | +24.0% | +23.8% | +52.2% |
| YTD | +126.7% | +54.0% | +72.8% | +125.3% |
| 1Y | +105.4% | +55.0% | +50.3% | +103.7% |
| All | +105.4% | +54.6% | +50.8% | +103.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling