-43.3%
ORCL vs HWM
+7.2%
-50.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +10.4% | +11.1% | -0.8% | +8.7% |
| 30D | -11.2% | +3.0% | -14.2% | -11.5% |
| 3M | -16.8% | -20.7% | +4.0% | -14.1% |
| 6M | -31.5% | -17.2% | -14.3% | -29.3% |
| YTD | -33.9% | +9.1% | -43.0% | -40.4% |
| 1Y | -43.3% | +9.0% | -52.3% | -49.6% |
| All | -43.3% | +7.2% | -50.5% | -49.6% |
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 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