+42.7%
ORCL vs HDB
-23.2%
+65.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +8.0% | +2.7% | +5.2% | +7.3% |
| 30D | -4.0% | +14.1% | -18.1% | -7.2% |
| 3M | -19.5% | +11.8% | -31.3% | -21.9% |
| 6M | -33.5% | +8.2% | -41.6% | -34.9% |
| YTD | -34.8% | -29.3% | -5.5% | -29.4% |
| 1Y | -41.6% | -28.8% | -12.8% | -37.0% |
| 3Y | +13.8% | -7.5% | +21.2% | +11.1% |
| All | +42.7% | -23.2% | +65.8% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling