-50.4%
ORCL vs HWM
+5.1%
-55.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -6.5% | -1.8% | -4.8% | -6.4% |
| 30D | -16.6% | -2.7% | -13.9% | -16.1% |
| 3M | -21.6% | -22.7% | +1.1% | -18.6% |
| 6M | -39.4% | -18.9% | -20.4% | -37.1% |
| YTD | -38.7% | +7.1% | -45.7% | -44.9% |
| 1Y | -50.4% | +4.7% | -55.0% | -53.5% |
| All | -50.4% | +5.1% | -55.5% | -53.5% |
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