+151.7%
HYG vs ORLY
+3,787.9%
-3,636.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.7% | -2.4% | +1.6% | -0.4% |
| 30D | -0.7% | -6.8% | +6.0% | +0.1% |
| 3M | -0.2% | -4.8% | +4.6% | +0.2% |
| 6M | +1.4% | -9.1% | +10.5% | +2.3% |
| YTD | +1.5% | -5.9% | +7.4% | +1.8% |
| 1Y | +2.9% | -20.4% | +23.3% | +5.4% |
| 3Y | +25.6% | +36.6% | -10.9% | +19.5% |
| 5Y | +18.6% | +117.3% | -98.8% | +5.5% |
| 10Y | +55.7% | +362.7% | -307.0% | +23.6% |
| All | +151.7% | +3,787.9% | -3,636.2% | +43.3% |
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