+94.3%
ORCL vs HBM
+369.9%
-275.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +1.2% |
| 7D | +15.0% | +7.4% | +7.6% | +13.3% |
| 30D | +10.5% | +5.1% | +5.5% | +9.3% |
| 3M | -23.0% | +11.1% | -34.1% | -25.1% |
| 6M | +7.0% | +30.2% | -23.2% | +0.5% |
| YTD | -15.8% | +46.2% | -62.0% | -23.3% |
| 1Y | -31.1% | +120.0% | -151.1% | -41.9% |
| 3Y | +33.3% | +527.4% | -494.1% | -7.4% |
| 5Y | +94.3% | +400.4% | -306.1% | +36.4% |
| All | +94.3% | +369.9% | -275.6% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling