+473.2%
VLO vs HST
+82.3%
+391.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +9.6% | +3.6% | +6.1% | +8.2% |
| 30D | -17.4% | +11.2% | -28.6% | -20.8% |
| 3M | +10.8% | +13.1% | -2.3% | +5.4% |
| 6M | +56.9% | +23.9% | +33.0% | +42.7% |
| YTD | +136.8% | +52.3% | +84.5% | +95.3% |
| 1Y | +120.7% | +56.7% | +64.0% | +79.5% |
| 3Y | +231.9% | +87.5% | +144.4% | +144.0% |
| All | +473.2% | +82.3% | +391.0% | +314.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling