+363.4%
ORCL vs HIG
+304.7%
+58.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +2.8% |
| 7D | +15.0% | -1.1% | +16.1% | +15.3% |
| 30D | +10.5% | -4.9% | +15.4% | +11.8% |
| 3M | -23.0% | +6.8% | -29.8% | -24.5% |
| 6M | +7.0% | -1.7% | +8.7% | +6.8% |
| YTD | -15.8% | -0.2% | -15.6% | -16.5% |
| 1Y | -31.1% | +5.7% | -36.8% | -33.1% |
| 3Y | +33.3% | +100.3% | -67.0% | +7.7% |
| 5Y | +94.3% | +118.5% | -24.2% | +52.2% |
| 10Y | +363.4% | +309.7% | +53.7% | +216.0% |
| All | +363.4% | +304.7% | +58.7% | +216.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling