+351.4%
ORCL vs HLT
+803.9%
-452.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +8.0% | +0.7% | +7.3% | +7.7% |
| 30D | -4.0% | +13.7% | -17.7% | -8.2% |
| 3M | -19.5% | +16.3% | -35.8% | -23.7% |
| 6M | -33.5% | +19.9% | -53.4% | -37.7% |
| YTD | -34.8% | +30.1% | -64.9% | -40.8% |
| 1Y | -41.6% | +38.5% | -80.1% | -48.3% |
| 3Y | +13.8% | +131.0% | -117.3% | -15.7% |
| 5Y | +43.4% | +163.7% | -120.3% | 0.0% |
| 10Y | +268.8% | +697.4% | -428.6% | +71.3% |
| All | +351.4% | +803.9% | -452.5% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling