-49.5%
ORCL vs HIG
+12.7%
-62.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | +0.3% |
| 7D | -14.4% | +6.2% | -20.6% | -9.2% |
| 30D | -12.8% | +9.4% | -22.3% | -5.0% |
| 3M | -14.8% | -2.3% | -12.4% | -15.7% |
| 6M | -30.9% | +4.2% | -35.0% | -26.2% |
| YTD | -35.7% | +1.6% | -37.2% | -34.9% |
| 1Y | -49.5% | +9.9% | -59.4% | -38.8% |
| All | -49.5% | +12.7% | -62.2% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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