+601.3%
VLO vs USHY
+48.0%
+553.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.5% |
| 7D | +9.6% | -0.4% | +10.1% | +10.5% |
| 30D | -17.4% | +0.6% | -18.0% | -18.5% |
| 3M | +10.8% | -2.0% | +12.8% | +14.8% |
| 6M | +56.9% | -0.5% | +57.5% | +57.7% |
| YTD | +136.8% | +0.6% | +136.2% | +131.3% |
| 1Y | +120.7% | +2.1% | +118.5% | +109.0% |
| 3Y | +231.9% | +25.3% | +206.6% | +110.4% |
| 5Y | +479.0% | +19.7% | +459.3% | +312.7% |
| All | +601.3% | +48.0% | +553.3% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling