+199.0%
VLO vs HST
+77.0%
+122.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | -13.3% | -2.7% | -10.6% | -12.6% |
| 30D | -18.3% | +10.7% | -29.0% | -21.2% |
| 3M | +14.3% | +6.3% | +8.1% | +11.7% |
| 6M | +47.6% | +19.0% | +28.7% | +36.7% |
| YTD | +116.0% | +47.0% | +68.9% | +79.6% |
| 1Y | +101.0% | +53.4% | +47.6% | +63.2% |
| 3Y | +199.0% | +78.0% | +121.0% | +104.5% |
| All | +199.0% | +77.0% | +122.0% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling