-43.3%
ORCL vs HIG
+6.4%
-49.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.2% |
| 7D | +10.4% | -0.1% | +10.5% | +10.3% |
| 30D | -11.2% | +4.4% | -15.6% | -7.1% |
| 3M | -16.8% | 0.0% | -16.8% | -16.0% |
| 6M | -31.5% | +3.8% | -35.3% | -27.2% |
| YTD | -33.9% | +0.7% | -34.6% | -33.7% |
| 1Y | -43.3% | +5.0% | -48.3% | -36.5% |
| All | -43.3% | +6.4% | -49.7% | -36.5% |
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 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