+30.6%
ORCL vs HD
+5.3%
+25.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.3% |
| 7D | -11.2% | +4.3% | -15.5% | -12.3% |
| 30D | -18.8% | +20.2% | -39.0% | -23.3% |
| 3M | -18.8% | -1.0% | -17.8% | -18.8% |
| 6M | -39.7% | +7.9% | -47.6% | -41.6% |
| YTD | -39.6% | +2.0% | -41.6% | -40.7% |
| 1Y | -51.7% | -4.3% | -47.4% | -51.6% |
| 3Y | +10.2% | +25.9% | -15.7% | -4.5% |
| All | +30.6% | +5.3% | +25.3% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling