+246.0%
ORCL vs HAS
+102.6%
+143.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.7% |
| 7D | -6.5% | +3.3% | -9.8% | -7.2% |
| 30D | -16.6% | +30.5% | -47.1% | -21.7% |
| 3M | -21.6% | +29.9% | -51.5% | -26.5% |
| 6M | -39.4% | +26.5% | -65.9% | -43.0% |
| YTD | -38.7% | +51.9% | -90.6% | -45.2% |
| 1Y | -50.4% | +60.9% | -111.3% | -56.4% |
| 3Y | +8.1% | +215.0% | -206.9% | -22.2% |
| 5Y | +34.5% | +51.5% | -17.0% | +15.9% |
| 10Y | +246.0% | +102.2% | +143.8% | +164.1% |
| All | +246.0% | +102.6% | +143.4% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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