+148.5%
VLO vs HWM
+30.1%
+118.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.7% | +14.0% | +1.2% |
| 7D | +5.8% | -9.2% | +14.9% | +4.0% |
| 30D | +28.3% | -17.9% | +46.2% | +23.9% |
| 3M | +48.7% | -6.0% | +54.8% | +48.0% |
| 6M | +71.9% | -7.4% | +79.3% | +72.5% |
| YTD | +138.7% | +13.1% | +125.6% | +126.2% |
| 1Y | +148.5% | +29.3% | +119.1% | +128.2% |
| All | +148.5% | +30.1% | +118.3% | +128.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling