-28.0%
ORCL vs HDB
-34.6%
+6.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +5.3% | +0.4% | +4.8% | +5.2% |
| 30D | +10.0% | -2.8% | +12.8% | +10.4% |
| 3M | -32.6% | -3.5% | -29.0% | -31.7% |
| 6M | +4.9% | -24.7% | +29.7% | +3.3% |
| YTD | -17.8% | -36.6% | +18.8% | -19.4% |
| 1Y | -28.0% | -34.4% | +6.4% | -28.7% |
| All | -28.0% | -34.6% | +6.6% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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