+10.2%
ORCL vs HIG
+89.3%
-79.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.5% |
| 7D | -11.2% | +1.1% | -12.2% | -11.0% |
| 30D | -18.8% | +5.6% | -24.4% | -18.4% |
| 3M | -18.8% | -6.9% | -11.9% | -18.9% |
| 6M | -39.7% | +1.3% | -41.0% | -39.6% |
| YTD | -39.6% | -1.5% | -38.2% | -39.5% |
| 1Y | -51.7% | +6.6% | -58.3% | -52.4% |
| 3Y | +10.2% | +91.2% | -81.0% | +14.2% |
| All | +10.2% | +89.3% | -79.1% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling