+33.3%
ORCL vs HLT
+105.8%
-72.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +3.2% |
| 7D | +15.0% | -2.4% | +17.4% | +16.0% |
| 30D | +10.5% | -4.1% | +14.6% | +12.1% |
| 3M | -23.0% | -10.6% | -12.4% | -19.7% |
| 6M | +7.0% | +2.0% | +4.9% | +4.9% |
| YTD | -15.8% | +6.1% | -22.0% | -19.1% |
| 1Y | -31.1% | +9.8% | -40.9% | -35.2% |
| 3Y | +33.3% | +99.0% | -65.7% | -9.6% |
| All | +33.3% | +105.8% | -72.6% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling