+467.8%
VLO vs HUT
+455.5%
+12.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.4% | -3.1% | +2.9% |
| 7D | +5.8% | +28.3% | -22.5% | +4.2% |
| 30D | +28.3% | +12.3% | +16.0% | +27.2% |
| 3M | +48.7% | -16.8% | +65.6% | +49.2% |
| 6M | +71.9% | +111.4% | -39.5% | +60.7% |
| YTD | +138.7% | +116.6% | +22.1% | +121.5% |
| 1Y | +148.5% | +290.5% | -142.0% | +119.1% |
| 3Y | +192.7% | +792.3% | -599.6% | +129.7% |
| 5Y | +601.6% | +94.1% | +507.5% | +467.1% |
| All | +467.8% | +455.5% | +12.3% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling