+65.7%
VLO vs HWM
-0.3%
+66.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.2% |
| 7D | +5.2% | -2.1% | +7.3% | +4.3% |
| 30D | +22.6% | -11.0% | +33.6% | +16.0% |
| 3M | +43.8% | +4.0% | +39.7% | +49.7% |
| 6M | +65.7% | -0.2% | +66.0% | +72.9% |
| All | +65.7% | -0.3% | +66.1% | +72.9% |
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