+754.3%
VLO vs HWM
+1,166.3%
-412.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.4% |
| 7D | -13.3% | +3.4% | -16.7% | -14.7% |
| 30D | -18.3% | -7.5% | -10.8% | -16.2% |
| 3M | +14.3% | -28.9% | +43.2% | +29.9% |
| 6M | +47.6% | -19.6% | +67.2% | +57.1% |
| YTD | +116.0% | +0.6% | +115.4% | +102.7% |
| 1Y | +101.0% | +0.3% | +100.7% | +88.5% |
| 3Y | +199.0% | +326.1% | -127.1% | +31.3% |
| 5Y | +419.0% | +525.2% | -106.1% | +83.5% |
| 10Y | +778.2% | +1,492.9% | -714.7% | +100.8% |
| All | +754.3% | +1,166.3% | -412.0% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling