+275.4%
ORCL vs HWM
+1,503.5%
-1,228.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +10.4% | +11.1% | -0.8% | +7.5% |
| 30D | -11.2% | +3.0% | -14.2% | -12.1% |
| 3M | -16.8% | -20.7% | +4.0% | -12.4% |
| 6M | -31.5% | -17.2% | -14.3% | -28.9% |
| YTD | -33.9% | +9.1% | -43.0% | -36.5% |
| 1Y | -43.3% | +9.0% | -52.3% | -45.5% |
| 3Y | +16.5% | +353.8% | -337.4% | -20.3% |
| 5Y | +45.4% | +608.0% | -562.7% | -10.2% |
| All | +275.4% | +1,503.5% | -1,228.1% | +93.6% |
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