+246.0%
ORCL vs HWM
+1,599.0%
-1,353.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.8% |
| 7D | -6.5% | -1.8% | -4.8% | -6.1% |
| 30D | -16.6% | -2.7% | -13.9% | -16.3% |
| 3M | -21.6% | -22.7% | +1.1% | -17.0% |
| 6M | -39.4% | -18.9% | -20.4% | -36.7% |
| YTD | -38.7% | +7.1% | -45.7% | -40.8% |
| 1Y | -50.4% | +4.7% | -55.0% | -51.8% |
| 3Y | +8.1% | +345.6% | -337.5% | -25.6% |
| 5Y | +34.5% | +588.3% | -553.7% | -16.4% |
| 10Y | +246.0% | +1,516.2% | -1,270.1% | +79.7% |
| All | +246.0% | +1,599.0% | -1,353.0% | +79.7% |
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