+29.8%
ORCL vs HD
+6.3%
+23.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.4% | -6.5% |
| 7D | -17.5% | +6.4% | -23.9% | -19.0% |
| 30D | -20.2% | +22.1% | -42.2% | -24.8% |
| 3M | -19.9% | -0.2% | -19.8% | -20.1% |
| 6M | -37.4% | +12.6% | -50.0% | -40.1% |
| YTD | -40.1% | +3.9% | -44.0% | -41.4% |
| 1Y | -53.4% | -3.7% | -49.6% | -53.2% |
| 3Y | +10.4% | +27.9% | -17.4% | -4.6% |
| 5Y | +29.8% | +7.8% | +21.9% | +18.9% |
| All | +29.8% | +6.3% | +23.5% | +18.9% |
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