+666.4%
HPE vs ORLY
+404.6%
+261.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -6.1% |
| 7D | +1.4% | -2.1% | +3.6% | +2.0% |
| 30D | +1.5% | -7.6% | +9.2% | +3.9% |
| 3M | +21.7% | -5.5% | +27.2% | +23.1% |
| 6M | +164.2% | -9.7% | +173.9% | +169.6% |
| YTD | +132.1% | -6.2% | +138.3% | +133.3% |
| 1Y | +130.6% | -18.6% | +149.3% | +142.3% |
| 3Y | +244.1% | +33.8% | +210.3% | +195.0% |
| 5Y | +340.8% | +116.5% | +224.3% | +209.8% |
| 10Y | +500.2% | +361.0% | +139.1% | +231.8% |
| All | +666.4% | +404.6% | +261.8% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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