+251.6%
ORCL vs HIG
+270.3%
-18.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.5% | +3.0% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -15.3% | +4.5% | -19.7% | -16.3% |
| 3M | -18.2% | -5.5% | -12.8% | -17.5% |
| 6M | -38.4% | +3.1% | -41.5% | -39.4% |
| YTD | -37.7% | -0.8% | -36.9% | -38.3% |
| 1Y | -49.3% | +6.1% | -55.3% | -50.8% |
| 3Y | +10.6% | +94.1% | -83.5% | -9.9% |
| 5Y | +35.5% | +106.4% | -70.9% | +7.4% |
| 10Y | +251.6% | +265.1% | -13.5% | +178.5% |
| All | +251.6% | +270.3% | -18.8% | +178.5% |
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