+251.6%
ORCL vs HWM
+1,636.6%
-1,385.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +1.9% |
| 7D | +0.5% | +1.6% | -1.1% | +0.2% |
| 30D | -15.3% | -3.9% | -11.3% | -14.7% |
| 3M | -18.2% | -23.2% | +5.0% | -13.3% |
| 6M | -38.4% | -20.0% | -18.4% | -35.6% |
| YTD | -37.7% | +5.7% | -43.4% | -39.7% |
| 1Y | -49.3% | +4.9% | -54.1% | -50.8% |
| 3Y | +10.6% | +347.0% | -336.4% | -23.9% |
| 5Y | +35.5% | +563.0% | -527.5% | -15.0% |
| 10Y | +251.6% | +1,579.2% | -1,327.6% | +84.2% |
| All | +251.6% | +1,636.6% | -1,385.0% | +84.2% |
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 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