+24,937.0%
ORCL vs HRB
+3,493.9%
+21,443.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.5% | -4.0% | -2.5% | -5.5% |
| 30D | -16.6% | +15.8% | -32.3% | -20.7% |
| 3M | -21.6% | +12.0% | -33.6% | -25.3% |
| 6M | -39.4% | +40.7% | -80.1% | -46.7% |
| YTD | -38.7% | +21.0% | -59.6% | -44.3% |
| 1Y | -50.4% | +11.7% | -62.0% | -53.9% |
| 3Y | +8.1% | +25.0% | -16.9% | -5.8% |
| 5Y | +34.5% | +141.0% | -106.5% | -8.1% |
| 10Y | +246.0% | +241.3% | +4.7% | +89.6% |
| All | +24,937.0% | +3,493.9% | +21,443.1% | +3,649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling