+246.0%
ORCL vs HRB
+252.0%
-6.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.5% | -4.0% | -2.5% | -5.9% |
| 30D | -16.6% | +15.8% | -32.3% | -19.2% |
| 3M | -21.6% | +12.0% | -33.6% | -23.9% |
| 6M | -39.4% | +40.7% | -80.1% | -44.2% |
| YTD | -38.7% | +21.0% | -59.6% | -42.2% |
| 1Y | -50.4% | +11.7% | -62.0% | -52.5% |
| 3Y | +8.1% | +25.0% | -16.9% | -1.3% |
| 5Y | +34.5% | +141.0% | -106.5% | +2.8% |
| 10Y | +246.0% | +241.3% | +4.7% | +138.9% |
| All | +246.0% | +252.0% | -6.0% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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