+91.4%
ORCL vs HST
+74.0%
+17.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.4% |
| 3M | -32.6% | -6.4% | -26.2% | -31.4% |
| 6M | +4.9% | +15.0% | -10.1% | -0.3% |
| YTD | -17.8% | +30.5% | -48.3% | -24.9% |
| 1Y | -28.0% | +35.7% | -63.7% | -35.4% |
| 3Y | +36.0% | +68.4% | -32.4% | +11.8% |
| All | +91.4% | +74.0% | +17.5% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling