+728.2%
ORCL vs HBM
+443.9%
+284.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -11.2% | -3.6% | -7.5% | -10.6% |
| 30D | -18.8% | -19.2% | +0.3% | -16.0% |
| 3M | -18.8% | -20.5% | +1.7% | -15.8% |
| 6M | -39.7% | -12.8% | -26.9% | -38.6% |
| YTD | -39.6% | +5.4% | -45.1% | -40.7% |
| 1Y | -51.7% | +33.0% | -84.7% | -54.3% |
| 3Y | +10.2% | +357.3% | -347.1% | -13.8% |
| 5Y | +30.8% | +210.4% | -179.6% | +3.8% |
| 10Y | +252.1% | +387.1% | -135.1% | +129.0% |
| All | +728.2% | +443.9% | +284.3% | +359.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling