+368.8%
ORCL vs HL
+254.2%
+114.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -0.7% |
| 7D | +10.9% | +0.4% | +10.5% | +10.8% |
| 30D | +7.0% | +18.8% | -11.8% | +5.1% |
| 3M | -21.2% | +43.7% | -64.9% | -24.1% |
| 6M | +7.4% | -1.0% | +8.4% | +6.6% |
| YTD | -16.3% | +8.7% | -25.0% | -18.0% |
| 1Y | -32.3% | +105.0% | -137.3% | -37.6% |
| 3Y | +32.6% | +427.3% | -394.7% | +11.4% |
| 5Y | +93.1% | +249.3% | -156.2% | +63.7% |
| 10Y | +368.8% | +284.2% | +84.6% | +259.1% |
| All | +368.8% | +254.2% | +114.6% | +259.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling