+275.4%
ORCL vs HST
+133.9%
+141.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +10.4% | +3.6% | +6.8% | +9.4% |
| 30D | -11.2% | +9.9% | -21.1% | -13.3% |
| 3M | -16.8% | +12.9% | -29.7% | -19.3% |
| 6M | -31.5% | +22.9% | -54.3% | -35.1% |
| YTD | -33.9% | +52.4% | -86.3% | -40.8% |
| 1Y | -43.3% | +52.5% | -95.8% | -49.3% |
| 3Y | +16.5% | +87.4% | -71.0% | -2.2% |
| 5Y | +45.4% | +82.9% | -37.5% | +20.9% |
| All | +275.4% | +133.9% | +141.5% | +192.1% |
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