+616.1%
VLO vs USHY
+21.5%
+594.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | +6.2% | -0.1% | +6.4% | +6.4% |
| 30D | +23.5% | 0.0% | +23.5% | +23.6% |
| 3M | +53.9% | +0.8% | +53.0% | +52.4% |
| 6M | +81.7% | +1.9% | +79.7% | +77.4% |
| YTD | +142.5% | +2.3% | +140.2% | +135.9% |
| 1Y | +145.4% | +4.1% | +141.3% | +133.7% |
| 3Y | +197.3% | +27.8% | +169.5% | +133.8% |
| All | +616.1% | +21.5% | +594.6% | +523.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling