+32.7%
ORCL vs HST
+68.9%
-36.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | -1.0% | +6.3% | +5.6% |
| 30D | +10.0% | -12.3% | +22.2% | +14.8% |
| 3M | -32.6% | -6.4% | -26.2% | -31.3% |
| 6M | +4.9% | +15.0% | -10.1% | -1.2% |
| YTD | -17.8% | +30.5% | -48.3% | -25.9% |
| 1Y | -28.0% | +35.7% | -63.7% | -36.3% |
| All | +32.7% | +68.9% | -36.2% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling