+244.8%
ORCL vs HWM
+1,472.2%
-1,227.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | -11.2% | +3.3% | -14.5% | -12.0% |
| 30D | -18.8% | -7.6% | -11.2% | -17.5% |
| 3M | -18.8% | -28.9% | +10.2% | -12.2% |
| 6M | -39.7% | -19.7% | -20.1% | -37.0% |
| YTD | -39.6% | +0.5% | -40.2% | -40.9% |
| 1Y | -51.7% | +0.3% | -52.0% | -52.7% |
| 3Y | +10.2% | +325.8% | -315.6% | -23.2% |
| 5Y | +30.8% | +524.7% | -493.9% | -16.8% |
| All | +244.8% | +1,472.2% | -1,227.4% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling