+91.4%
ORCL vs HIG
+124.5%
-33.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.3% |
| 7D | +5.3% | +0.3% | +4.9% | +5.2% |
| 30D | +10.0% | -3.2% | +13.2% | +10.6% |
| 3M | -32.6% | +9.1% | -41.7% | -34.1% |
| 6M | +4.9% | -1.8% | +6.7% | +5.1% |
| YTD | -17.8% | +1.8% | -19.5% | -18.6% |
| 1Y | -28.0% | +4.6% | -32.6% | -29.7% |
| 3Y | +36.0% | +101.6% | -65.6% | +2.2% |
| All | +91.4% | +124.5% | -33.0% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling