-49.5%
ORCL vs HL
+22.6%
-72.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +13.2% | -15.1% | -4.5% |
| 7D | -14.4% | +0.2% | -14.6% | -14.5% |
| 30D | -12.8% | -12.1% | -0.7% | -10.8% |
| 3M | -14.8% | -2.8% | -11.9% | -14.3% |
| 6M | -30.9% | -14.9% | -16.0% | -29.7% |
| YTD | -35.7% | -22.0% | -13.6% | -33.5% |
| 1Y | -49.5% | +25.0% | -74.5% | -49.7% |
| All | -49.5% | +22.6% | -72.0% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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