+560.5%
VLO vs HWM
+743.6%
-183.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +5.2% | -2.1% | +7.3% | +5.6% |
| 30D | +22.6% | -11.0% | +33.6% | +26.3% |
| 3M | +43.8% | +4.0% | +39.7% | +41.0% |
| 6M | +65.7% | -0.2% | +66.0% | +62.8% |
| YTD | +131.1% | +26.7% | +104.4% | +106.7% |
| 1Y | +143.6% | +44.7% | +98.9% | +106.5% |
| 3Y | +201.4% | +426.1% | -224.7% | +38.9% |
| All | +560.5% | +743.6% | -183.1% | +126.7% |
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