+35,889.1%
VLO vs HST
+1,330.6%
+34,558.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | -1.0% | +6.2% | +5.5% |
| 30D | +22.6% | -12.3% | +34.9% | +27.8% |
| 3M | +43.8% | -6.4% | +50.1% | +46.3% |
| 6M | +65.7% | +15.0% | +50.7% | +56.2% |
| YTD | +131.1% | +30.5% | +100.6% | +108.5% |
| 1Y | +143.6% | +35.7% | +108.0% | +116.5% |
| 3Y | +201.4% | +68.4% | +133.0% | +147.0% |
| 5Y | +568.9% | +73.1% | +495.8% | +432.3% |
| 10Y | +891.8% | +92.7% | +799.1% | +662.7% |
| All | +35,889.1% | +1,330.6% | +34,558.5% | +18,197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling