+231.9%
VLO vs HWM
+348.7%
-116.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +9.6% | +7.3% | +2.3% | +8.9% |
| 30D | -17.4% | +1.6% | -19.0% | -17.6% |
| 3M | +10.8% | -21.9% | +32.6% | +13.3% |
| 6M | +56.9% | -19.0% | +76.0% | +59.7% |
| YTD | +136.8% | +7.9% | +128.8% | +124.2% |
| 1Y | +120.7% | +9.9% | +110.7% | +107.8% |
| 3Y | +231.9% | +342.1% | -110.2% | +153.3% |
| All | +231.9% | +348.7% | -116.8% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling