-28.0%
ORCL vs HBM
+123.0%
-150.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +5.3% | -6.4% | +11.6% | +7.5% |
| 30D | +10.0% | +5.9% | +4.1% | +7.7% |
| 3M | -32.6% | -8.9% | -23.7% | -31.3% |
| 6M | +4.9% | +10.7% | -5.7% | +0.6% |
| YTD | -17.8% | +38.3% | -56.0% | -30.8% |
| 1Y | -28.0% | +121.3% | -149.3% | -59.6% |
| All | -28.0% | +123.0% | -150.9% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling