+245.4%
ORCL vs HUT
+422.3%
-176.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.1% | +2.6% |
| 7D | +5.3% | +17.8% | -12.5% | +4.1% |
| 30D | +10.0% | +0.8% | +9.1% | +9.7% |
| 3M | -32.6% | -26.8% | -5.8% | -31.6% |
| 6M | +4.9% | +72.6% | -67.6% | +0.1% |
| YTD | -17.8% | +103.6% | -121.4% | -22.6% |
| 1Y | -28.0% | +265.3% | -293.3% | -34.9% |
| 3Y | +36.0% | +689.4% | -653.4% | +14.8% |
| 5Y | +88.7% | +75.3% | +13.4% | +59.7% |
| All | +245.4% | +422.3% | -176.9% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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