+94.3%
ORCL vs HL
+241.1%
-146.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | +15.0% | +7.1% | +7.9% | +13.9% |
| 30D | +10.5% | +21.4% | -10.9% | +7.3% |
| 3M | -23.0% | +37.4% | -60.4% | -26.7% |
| 6M | +7.0% | +0.4% | +6.6% | +5.5% |
| YTD | -15.8% | +6.7% | -22.5% | -18.3% |
| 1Y | -31.1% | +102.4% | -133.4% | -38.9% |
| 3Y | +33.3% | +417.4% | -384.1% | +3.6% |
| 5Y | +94.3% | +243.3% | -149.0% | +51.8% |
| All | +94.3% | +241.1% | -146.8% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling