-28.0%
ORCL vs HLT
+13.1%
-41.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.0% |
| 7D | +5.3% | -3.3% | +8.6% | +5.0% |
| 30D | +10.0% | -4.1% | +14.0% | +9.6% |
| 3M | -32.6% | -7.9% | -24.6% | -32.8% |
| 6M | +4.9% | +2.2% | +2.8% | +5.3% |
| YTD | -17.8% | +8.5% | -26.2% | -14.0% |
| 1Y | -28.0% | +12.1% | -40.1% | -21.1% |
| All | -28.0% | +13.1% | -41.1% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling