+328.9%
ORCL vs HLT
+590.2%
-261.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.4% | -1.6% | -3.7% | -4.9% |
| 30D | -2.0% | -5.0% | +3.1% | -0.4% |
| 3M | -18.1% | -10.4% | -7.7% | -15.2% |
| 6M | -7.2% | +3.2% | -10.5% | -8.7% |
| YTD | -22.2% | +6.7% | -28.9% | -24.4% |
| 1Y | -50.6% | +10.3% | -60.9% | -52.8% |
| 3Y | +22.9% | +99.3% | -76.5% | -3.8% |
| 5Y | +79.3% | +143.7% | -64.4% | +29.7% |
| All | +328.9% | +590.2% | -261.3% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling