+560.5%
VLO vs HST
+74.0%
+486.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | -1.0% | +6.2% | +5.6% |
| 30D | +22.6% | -12.3% | +34.9% | +28.6% |
| 3M | +43.8% | -6.4% | +50.1% | +46.6% |
| 6M | +65.7% | +15.0% | +50.7% | +53.8% |
| YTD | +131.1% | +30.5% | +100.6% | +102.4% |
| 1Y | +143.6% | +35.7% | +108.0% | +109.1% |
| 3Y | +201.4% | +68.4% | +133.0% | +130.0% |
| All | +560.5% | +74.0% | +486.5% | +373.5% |
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