+33,471.1%
ORCL vs HL
+62.0%
+33,409.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.2% |
| 7D | +5.3% | +1.5% | +3.8% | +5.2% |
| 30D | +10.0% | +25.1% | -15.1% | +8.8% |
| 3M | -32.6% | +22.9% | -55.5% | -33.3% |
| 6M | +4.9% | -4.9% | +9.8% | +4.8% |
| YTD | -17.8% | +7.8% | -25.6% | -18.4% |
| 1Y | -28.0% | +133.9% | -161.9% | -30.9% |
| 3Y | +36.0% | +380.9% | -344.9% | +25.8% |
| 5Y | +88.7% | +230.2% | -141.5% | +75.2% |
| 10Y | +346.9% | +265.6% | +81.3% | +299.8% |
| All | +33,471.1% | +62.0% | +33,409.2% | +32,388.1% |
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 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