+148.5%
VLO vs HST
+36.9%
+111.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +5.8% | +2.0% | +3.8% | +5.8% |
| 30D | +28.3% | -5.2% | +33.6% | +28.2% |
| 3M | +48.7% | -6.2% | +55.0% | +48.5% |
| 6M | +71.9% | +20.4% | +51.5% | +65.3% |
| YTD | +138.7% | +30.6% | +108.0% | +122.5% |
| 1Y | +148.5% | +37.4% | +111.1% | +120.6% |
| All | +148.5% | +36.9% | +111.6% | +120.6% |
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