+270.3%
ORCL vs HST
+133.7%
+136.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.0% | +3.6% | +4.4% | +7.0% |
| 30D | -4.0% | +11.2% | -15.2% | -6.5% |
| 3M | -19.5% | +13.1% | -32.6% | -21.9% |
| 6M | -33.5% | +23.9% | -57.4% | -37.2% |
| YTD | -34.8% | +52.3% | -87.1% | -41.6% |
| 1Y | -41.6% | +56.7% | -98.3% | -48.2% |
| 3Y | +13.8% | +87.5% | -73.8% | -4.5% |
| 5Y | +43.4% | +82.8% | -39.4% | +19.2% |
| All | +270.3% | +133.7% | +136.5% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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