+9.3%
ORCL vs HST
+77.1%
-67.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.7% | -1.3% | -4.9% |
| 7D | -17.5% | -4.2% | -13.3% | -16.1% |
| 30D | -20.2% | +9.6% | -29.7% | -22.5% |
| 3M | -19.9% | -1.1% | -18.8% | -19.7% |
| 6M | -37.4% | +21.1% | -58.5% | -41.9% |
| YTD | -40.1% | +47.1% | -87.2% | -48.3% |
| 1Y | -53.4% | +64.0% | -117.4% | -61.6% |
| All | +9.3% | +77.1% | -67.8% | -10.5% |
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