+30.6%
ORCL vs HAS
+50.4%
-19.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -11.2% | -0.2% | -11.0% | -11.1% |
| 30D | -18.8% | +31.0% | -49.9% | -22.9% |
| 3M | -18.8% | +30.7% | -49.4% | -22.9% |
| 6M | -39.7% | +23.9% | -63.6% | -42.4% |
| YTD | -39.6% | +48.3% | -87.9% | -44.8% |
| 1Y | -51.7% | +60.2% | -112.0% | -56.7% |
| 3Y | +10.2% | +189.2% | -179.0% | -16.3% |
| All | +30.6% | +50.4% | -19.9% | +28.6% |
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