+42.7%
ORCL vs HLT
+162.2%
-119.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +0.7% | +7.3% | +7.6% |
| 30D | -4.0% | +13.7% | -17.7% | -8.7% |
| 3M | -19.5% | +16.3% | -35.8% | -24.2% |
| 6M | -33.5% | +19.9% | -53.4% | -38.3% |
| YTD | -34.8% | +30.1% | -64.9% | -41.8% |
| 1Y | -41.6% | +38.5% | -80.1% | -49.4% |
| 3Y | +13.8% | +131.0% | -117.3% | -21.0% |
| All | +42.7% | +162.2% | -119.6% | -7.1% |
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 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