+246.0%
ORCL vs HBM
+301.8%
-55.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.9% |
| 7D | -6.5% | +2.4% | -8.9% | -6.9% |
| 30D | -16.6% | -16.0% | -0.6% | -14.1% |
| 3M | -21.6% | -21.3% | -0.3% | -18.5% |
| 6M | -39.4% | -12.2% | -27.1% | -38.2% |
| YTD | -38.7% | +10.7% | -49.3% | -40.2% |
| 1Y | -50.4% | +30.3% | -80.7% | -52.8% |
| 3Y | +8.1% | +432.2% | -424.1% | -16.6% |
| 5Y | +34.5% | +218.8% | -184.3% | +6.8% |
| 10Y | +246.0% | +281.4% | -35.3% | +132.0% |
| All | +246.0% | +301.8% | -55.8% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling