+47.6%
VLO vs HWM
-17.8%
+65.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.1% |
| 7D | -13.3% | +3.3% | -16.6% | -12.4% |
| 30D | -18.3% | -7.6% | -10.7% | -19.2% |
| 3M | +14.3% | -28.9% | +43.3% | +6.2% |
| 6M | +47.6% | -19.7% | +67.3% | +45.4% |
| All | +47.6% | -17.8% | +65.5% | +45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling