+33,471.1%
ORCL vs HRB
+3,357.9%
+30,113.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +4.3% |
| 7D | +5.3% | -5.7% | +10.9% | +7.1% |
| 30D | +10.0% | +7.9% | +2.1% | +7.1% |
| 3M | -32.6% | +32.1% | -64.7% | -38.8% |
| 6M | +4.9% | +62.2% | -57.3% | -11.8% |
| YTD | -17.8% | +16.4% | -34.2% | -23.6% |
| 1Y | -28.0% | -0.3% | -27.7% | -30.4% |
| 3Y | +36.0% | +36.0% | 0.0% | +16.3% |
| 5Y | +88.7% | +125.2% | -36.5% | +32.7% |
| 10Y | +346.9% | +237.7% | +109.2% | +147.5% |
| All | +33,471.1% | +3,357.9% | +30,113.3% | +5,038.8% |
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 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