+270.3%
ORCL vs HL
+132.4%
+137.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | +8.0% | -11.1% | +19.1% | +9.3% |
| 30D | -4.0% | -12.1% | +8.1% | -2.8% |
| 3M | -19.5% | -26.1% | +6.6% | -17.1% |
| 6M | -33.5% | -37.7% | +4.3% | -30.6% |
| YTD | -34.8% | -31.7% | -3.1% | -33.1% |
| 1Y | -41.6% | -11.6% | -30.0% | -41.6% |
| 3Y | +13.8% | +249.6% | -235.9% | -0.1% |
| 5Y | +43.4% | +108.5% | -65.1% | +27.9% |
| All | +270.3% | +132.4% | +137.9% | +199.2% |
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