+859.1%
VLO vs HWM
+1,330.2%
-471.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +6.2% | -8.0% | +14.3% | +9.5% |
| 30D | +23.5% | -18.0% | +41.5% | +33.2% |
| 3M | +53.9% | -9.5% | +63.4% | +58.0% |
| 6M | +81.7% | -8.4% | +90.0% | +81.7% |
| YTD | +142.5% | +13.6% | +128.8% | +118.0% |
| 1Y | +145.4% | +30.2% | +115.2% | +106.2% |
| 3Y | +197.3% | +392.2% | -194.9% | +23.4% |
| 5Y | +614.6% | +645.2% | -30.6% | +135.1% |
| All | +859.1% | +1,330.2% | -471.2% | +113.4% |
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