+620.8%
VLO vs USHY
+49.7%
+571.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.2% |
| 7D | +5.3% | -0.7% | +6.0% | +6.7% |
| 30D | +18.2% | -0.7% | +18.9% | +19.8% |
| 3M | +53.3% | +0.1% | +53.3% | +53.0% |
| 6M | +70.4% | +1.8% | +68.7% | +63.3% |
| YTD | +143.4% | +1.8% | +141.6% | +133.2% |
| 1Y | +153.0% | +3.3% | +149.7% | +135.2% |
| 3Y | +195.0% | +27.0% | +168.0% | +82.6% |
| 5Y | +618.8% | +21.0% | +597.7% | +403.8% |
| All | +620.8% | +49.7% | +571.1% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling