+33,471.1%
ORCL vs HST
+1,330.6%
+32,140.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.7% |
| 3M | -32.6% | -6.4% | -26.2% | -31.5% |
| 6M | +4.9% | +15.0% | -10.1% | +0.8% |
| YTD | -17.8% | +30.5% | -48.3% | -23.6% |
| 1Y | -28.0% | +35.7% | -63.7% | -34.1% |
| 3Y | +36.0% | +68.4% | -32.4% | +16.6% |
| 5Y | +88.7% | +73.1% | +15.6% | +57.3% |
| 10Y | +346.9% | +92.7% | +254.2% | +235.5% |
| All | +33,471.1% | +1,330.6% | +32,140.5% | +10,710.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling