+669.6%
ORCL vs HDB
+4,142.9%
-3,473.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -11.2% | +13.3% | -24.5% | -14.4% |
| 30D | -18.8% | +13.6% | -32.4% | -21.9% |
| 3M | -18.8% | +5.8% | -24.5% | -20.5% |
| 6M | -39.7% | -1.9% | -37.8% | -39.8% |
| YTD | -39.6% | -31.2% | -8.4% | -33.7% |
| 1Y | -51.7% | -29.6% | -22.2% | -47.4% |
| 3Y | +10.2% | -10.1% | +20.3% | +10.1% |
| 5Y | +30.8% | -24.3% | +55.2% | +35.1% |
| 10Y | +252.1% | +59.3% | +192.8% | +178.2% |
| All | +669.6% | +4,142.9% | -3,473.3% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling