+6,124.0%
ORCL vs HIG
+1,002.1%
+5,122.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.8% |
| 6M | +4.9% | -1.8% | +6.7% | +4.8% |
| YTD | -17.8% | +1.8% | -19.5% | -18.5% |
| 1Y | -28.0% | +4.6% | -32.6% | -29.3% |
| 3Y | +36.0% | +101.6% | -65.6% | +18.0% |
| 5Y | +88.7% | +124.5% | -35.8% | +60.1% |
| 10Y | +346.9% | +317.8% | +29.1% | +228.8% |
| All | +6,124.0% | +1,002.1% | +5,122.0% | +2,693.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling