+199.0%
VLO vs HUT
+336.9%
-137.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.6% | -15.9% | -1.9% |
| 7D | -13.3% | -11.4% | -2.0% | -13.0% |
| 30D | -18.3% | -41.0% | +22.7% | -17.1% |
| 3M | +14.3% | -41.9% | +56.3% | +15.9% |
| 6M | +47.6% | -51.7% | +99.3% | +49.9% |
| YTD | +116.0% | +14.6% | +101.4% | +106.4% |
| 1Y | +101.0% | +21.4% | +79.6% | +90.4% |
| 3Y | +199.0% | +359.8% | -160.8% | +141.3% |
| All | +199.0% | +336.9% | -137.9% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling