+91.4%
ORCL vs HAS
+13.4%
+78.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.3% | -1.8% | +7.1% | +5.6% |
| 30D | +10.0% | +2.3% | +7.7% | +9.4% |
| 3M | -32.6% | +10.4% | -42.9% | -34.1% |
| 6M | +4.9% | -3.2% | +8.2% | +4.8% |
| YTD | -17.8% | +15.4% | -33.2% | -21.0% |
| 1Y | -28.0% | +18.8% | -46.8% | -31.5% |
| 3Y | +36.0% | +43.9% | -7.9% | +21.7% |
| All | +91.4% | +13.4% | +78.0% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling