-28.0%
ORCL vs HWM
+48.6%
-76.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.2% |
| 7D | +5.3% | -2.1% | +7.4% | +5.8% |
| 30D | +10.0% | -11.0% | +21.0% | +13.5% |
| 3M | -32.6% | +4.0% | -36.6% | -33.4% |
| 6M | +4.9% | -0.2% | +5.2% | +5.1% |
| YTD | -17.8% | +26.7% | -44.4% | -31.0% |
| 1Y | -28.0% | +44.7% | -72.7% | -49.2% |
| All | -28.0% | +48.6% | -76.6% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling