+246.0%
ORCL vs HL
+110.9%
+135.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | -0.8% |
| 7D | -6.5% | +8.2% | -14.7% | -7.4% |
| 30D | -16.6% | -16.3% | -0.3% | -15.1% |
| 3M | -21.6% | -18.6% | -3.0% | -20.1% |
| 6M | -39.4% | -23.2% | -16.2% | -38.0% |
| YTD | -38.7% | -25.5% | -13.2% | -37.6% |
| 1Y | -50.4% | -4.8% | -45.6% | -50.8% |
| 3Y | +8.1% | +281.4% | -273.3% | -5.9% |
| 5Y | +34.5% | +137.8% | -103.3% | +18.6% |
| 10Y | +246.0% | +135.5% | +110.5% | +177.5% |
| All | +246.0% | +110.9% | +135.2% | +177.5% |
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