+473.2%
VLO vs HWM
+591.3%
-118.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +9.6% | +7.3% | +2.3% | +7.8% |
| 30D | -17.4% | +1.6% | -19.0% | -17.9% |
| 3M | +10.8% | -21.9% | +32.6% | +17.0% |
| 6M | +56.9% | -19.0% | +76.0% | +63.4% |
| YTD | +136.8% | +7.9% | +128.8% | +119.5% |
| 1Y | +120.7% | +9.9% | +110.7% | +102.9% |
| 3Y | +231.9% | +342.1% | -110.2% | +60.9% |
| All | +473.2% | +591.3% | -118.0% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling