+275.4%
ORCL vs HD
+240.6%
+34.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +10.4% | -0.5% | +10.9% | +10.6% |
| 30D | -11.2% | +18.5% | -29.7% | -17.7% |
| 3M | -16.8% | +2.2% | -18.9% | -18.0% |
| 6M | -31.5% | +13.8% | -45.3% | -36.2% |
| YTD | -33.9% | +3.4% | -37.3% | -36.2% |
| 1Y | -43.3% | -3.5% | -39.7% | -43.8% |
| 3Y | +16.5% | +29.0% | -12.5% | -2.5% |
| 5Y | +45.4% | +6.1% | +39.3% | +31.8% |
| All | +275.4% | +240.6% | +34.9% | +93.3% |
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