+778.9%
VLO vs HWM
+1,503.5%
-724.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +6.8% | +11.1% | -4.4% | +2.1% |
| 30D | -17.9% | +3.0% | -20.8% | -19.4% |
| 3M | +13.5% | -20.7% | +34.3% | +23.3% |
| 6M | +53.0% | -17.2% | +70.2% | +61.3% |
| YTD | +133.7% | +9.1% | +124.7% | +112.1% |
| 1Y | +115.7% | +9.0% | +106.6% | +95.3% |
| 3Y | +231.9% | +353.8% | -121.9% | +41.9% |
| 5Y | +471.6% | +608.0% | -136.5% | +90.6% |
| All | +778.9% | +1,503.5% | -724.6% | +97.6% |
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