+251.6%
ORCL vs HD
+272.9%
-21.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.0% |
| 7D | +0.5% | +3.6% | -3.1% | -1.1% |
| 30D | -15.3% | +21.6% | -36.8% | -22.2% |
| 3M | -18.2% | +0.1% | -18.3% | -18.8% |
| 6M | -38.4% | +13.0% | -51.4% | -42.4% |
| YTD | -37.7% | +4.9% | -42.7% | -40.2% |
| 1Y | -49.3% | -2.1% | -47.2% | -50.0% |
| 3Y | +10.6% | +32.6% | -22.0% | -8.5% |
| 5Y | +35.5% | +8.2% | +27.3% | +21.7% |
| 10Y | +251.6% | +257.9% | -6.3% | +81.5% |
| All | +251.6% | +272.9% | -21.3% | +81.5% |
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