+456.1%
VLO vs HUT
+246.0%
+210.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.0% |
| 7D | +6.8% | +34.9% | -28.1% | +4.9% |
| 30D | -17.9% | -25.9% | +8.0% | -16.8% |
| 3M | +13.5% | -31.7% | +45.3% | +14.9% |
| 6M | +53.0% | -42.2% | +95.3% | +55.3% |
| YTD | +133.7% | +34.9% | +98.8% | +121.3% |
| 1Y | +115.7% | +48.5% | +67.2% | +101.8% |
| 3Y | +231.9% | +471.2% | -239.3% | +165.9% |
| 5Y | +471.6% | -18.9% | +490.5% | +389.2% |
| All | +456.1% | +246.0% | +210.1% | +211.4% |
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