+18.3%
HYG vs ORLY
+116.6%
-98.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.7% | -2.4% | +1.6% | -0.5% |
| 30D | -0.7% | -6.8% | +6.0% | -0.2% |
| 3M | -0.2% | -4.8% | +4.6% | +0.1% |
| 6M | +1.4% | -9.1% | +10.5% | +2.1% |
| YTD | +1.5% | -5.9% | +7.4% | +1.7% |
| 1Y | +2.9% | -20.4% | +23.3% | +4.9% |
| 3Y | +25.6% | +36.6% | -10.9% | +19.7% |
| All | +18.3% | +116.6% | -98.4% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling