-49.6%
ORCL vs HD
-1.7%
-47.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +3.7% |
| 7D | +0.5% | +3.6% | -3.1% | +1.2% |
| 30D | -15.3% | +21.6% | -36.8% | -12.8% |
| 3M | -18.2% | +0.1% | -18.3% | -18.0% |
| 6M | -38.4% | +13.0% | -51.4% | -36.8% |
| YTD | -37.7% | +4.9% | -42.7% | -35.7% |
| All | -49.6% | -1.7% | -47.9% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling