+93.1%
ORCL vs HLT
+153.7%
-60.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | +10.9% | -1.5% | +12.3% | +11.5% |
| 30D | +7.0% | -1.2% | +8.2% | +7.4% |
| 3M | -21.2% | -10.3% | -10.8% | -18.1% |
| 6M | +7.4% | +1.3% | +6.1% | +6.1% |
| YTD | -16.3% | +7.0% | -23.3% | -19.2% |
| 1Y | -32.3% | +11.9% | -44.2% | -36.4% |
| 3Y | +32.6% | +100.7% | -68.1% | -1.8% |
| 5Y | +93.1% | +147.5% | -54.4% | +28.7% |
| All | +93.1% | +153.7% | -60.6% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling