+346.9%
ORCL vs HD
+203.6%
+143.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +2.7% |
| 7D | +5.3% | -2.1% | +7.3% | +6.2% |
| 30D | +10.0% | -8.4% | +18.4% | +13.9% |
| 3M | -32.6% | +4.3% | -36.9% | -34.3% |
| 6M | +4.9% | -11.1% | +16.1% | +9.1% |
| YTD | -17.8% | -4.7% | -13.1% | -17.3% |
| 1Y | -28.0% | -19.8% | -8.2% | -22.3% |
| 3Y | +36.0% | +4.1% | +31.9% | +26.8% |
| 5Y | +88.7% | +10.3% | +78.4% | +67.0% |
| All | +346.9% | +203.6% | +143.3% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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