+13.8%
ORCL vs HD
+30.9%
-17.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +1.5% | +6.4% | +7.8% |
| 30D | -4.0% | +18.0% | -22.0% | -6.0% |
| 3M | -19.5% | +2.8% | -22.3% | -19.6% |
| 6M | -33.5% | +17.0% | -50.4% | -35.3% |
| YTD | -34.8% | +3.5% | -38.4% | -35.2% |
| 1Y | -41.6% | -2.6% | -39.0% | -41.0% |
| 3Y | +13.8% | +30.7% | -17.0% | +0.1% |
| All | +13.8% | +30.9% | -17.1% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling