+13.8%
ORCL vs HBM
+424.8%
-411.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +8.0% | +2.2% | +5.7% | +7.2% |
| 30D | -4.0% | -11.8% | +7.8% | -0.5% |
| 3M | -19.5% | -19.2% | -0.3% | -14.4% |
| 6M | -33.5% | -22.9% | -10.6% | -28.8% |
| YTD | -34.8% | +7.8% | -42.6% | -37.3% |
| 1Y | -41.6% | +34.9% | -76.5% | -47.3% |
| 3Y | +13.8% | +422.2% | -408.4% | -27.8% |
| All | +13.8% | +424.8% | -411.0% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling