+199.0%
VLO vs HWM
+330.6%
-131.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.6% |
| 7D | -13.3% | +3.3% | -16.6% | -13.5% |
| 30D | -18.3% | -7.6% | -10.7% | -17.7% |
| 3M | +14.3% | -28.9% | +43.3% | +18.2% |
| 6M | +47.6% | -19.7% | +67.3% | +49.7% |
| YTD | +116.0% | +0.5% | +115.4% | +105.9% |
| 1Y | +101.0% | +0.3% | +100.8% | +91.7% |
| 3Y | +199.0% | +325.8% | -126.8% | +115.0% |
| All | +199.0% | +330.6% | -131.6% | +115.0% |
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