+30.6%
ORCL vs HRB
+145.8%
-115.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.3% |
| 7D | -11.2% | +2.7% | -13.8% | -11.4% |
| 30D | -18.8% | +22.1% | -40.9% | -20.9% |
| 3M | -18.8% | +15.7% | -34.5% | -20.5% |
| 6M | -39.7% | +83.3% | -123.1% | -45.4% |
| YTD | -39.6% | +25.0% | -64.7% | -42.2% |
| 1Y | -51.7% | +6.9% | -58.7% | -52.7% |
| 3Y | +10.2% | +39.0% | -28.8% | +0.8% |
| All | +30.6% | +145.8% | -115.2% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling