+29.8%
ORCL vs HAS
+52.6%
-22.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.7% | -5.2% | -6.6% |
| 7D | -17.5% | 0.0% | -17.5% | -17.5% |
| 30D | -20.2% | +31.3% | -51.5% | -24.1% |
| 3M | -19.9% | +32.1% | -52.1% | -24.2% |
| 6M | -37.4% | +28.1% | -65.6% | -40.6% |
| YTD | -40.1% | +49.1% | -89.2% | -45.3% |
| 1Y | -53.4% | +60.5% | -113.9% | -58.2% |
| 3Y | +10.4% | +183.9% | -173.5% | -15.8% |
| 5Y | +29.8% | +51.2% | -21.4% | +26.5% |
| All | +29.8% | +52.6% | -22.8% | +26.5% |
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