+25,321.1%
ORCL vs HL
+20.7%
+25,300.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.4% | +3.0% |
| 7D | +0.5% | +13.8% | -13.3% | -0.2% |
| 30D | -15.3% | -9.7% | -5.6% | -14.9% |
| 3M | -18.2% | -8.5% | -9.7% | -17.9% |
| 6M | -38.4% | -17.2% | -21.3% | -38.0% |
| YTD | -37.7% | -19.6% | -18.1% | -37.4% |
| 1Y | -49.3% | +11.1% | -60.4% | -49.8% |
| 3Y | +10.6% | +299.7% | -289.1% | +3.3% |
| 5Y | +35.5% | +156.5% | -121.0% | +27.3% |
| 10Y | +251.6% | +122.4% | +129.2% | +220.6% |
| All | +25,321.1% | +20.7% | +25,300.4% | +24,823.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling