+246.0%
ORCL vs HAL
-18.9%
+265.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | -6.5% | 0.0% | -5.4% |
| 30D | -16.6% | -2.1% | -14.4% | -16.2% |
| 3M | -21.6% | -4.9% | -16.8% | -21.1% |
| 6M | -39.4% | -19.3% | -20.1% | -37.3% |
| YTD | -38.7% | +14.3% | -53.0% | -40.9% |
| 1Y | -50.4% | +17.3% | -67.7% | -52.4% |
| 3Y | +8.1% | -10.9% | +19.0% | +6.6% |
| 5Y | +34.5% | +47.4% | -12.9% | +17.1% |
| 10Y | +246.0% | -20.8% | +266.8% | +185.3% |
| All | +246.0% | -18.9% | +265.0% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling