+4.9%
ORCL vs HD
-10.4%
+15.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.1% | +3.2% |
| 7D | +5.3% | -2.1% | +7.3% | +5.0% |
| 30D | +10.0% | -8.4% | +18.4% | +8.7% |
| 3M | -32.6% | +4.3% | -36.9% | -31.9% |
| 6M | +4.9% | -11.1% | +16.1% | +11.9% |
| All | +4.9% | -10.4% | +15.4% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling