+45.4%
ORCL vs HAL
+53.2%
-7.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +10.4% | +2.6% | +7.7% | +9.9% |
| 30D | -11.2% | -0.1% | -11.1% | -11.1% |
| 3M | -16.8% | -1.1% | -15.6% | -16.7% |
| 6M | -31.5% | -20.7% | -10.7% | -28.9% |
| YTD | -33.9% | +17.5% | -51.4% | -36.7% |
| 1Y | -43.3% | +24.1% | -67.4% | -46.2% |
| 3Y | +16.5% | -8.4% | +24.9% | +11.4% |
| 5Y | +45.4% | +53.2% | -7.8% | +18.8% |
| All | +45.4% | +53.2% | -7.8% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling