+743.6%
VLO vs HWM
+1,636.6%
-893.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +0.9% |
| 7D | -6.5% | +1.6% | -8.1% | -7.1% |
| 30D | -17.8% | -3.9% | -13.8% | -16.9% |
| 3M | +19.6% | -23.2% | +42.8% | +31.6% |
| 6M | +49.3% | -20.0% | +69.3% | +59.6% |
| YTD | +122.4% | +5.7% | +116.7% | +104.5% |
| 1Y | +107.4% | +4.9% | +102.6% | +91.1% |
| 3Y | +223.1% | +347.0% | -123.9% | +39.0% |
| 5Y | +432.2% | +563.0% | -130.8% | +83.3% |
| 10Y | +743.6% | +1,579.2% | -835.5% | +85.5% |
| All | +743.6% | +1,636.6% | -893.0% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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