+10.2%
ORCL vs HWM
+330.6%
-320.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | -11.2% | +3.3% | -14.5% | -12.3% |
| 30D | -18.8% | -7.6% | -11.2% | -16.8% |
| 3M | -18.8% | -28.9% | +10.2% | -9.0% |
| 6M | -39.7% | -19.7% | -20.1% | -35.9% |
| YTD | -39.6% | +0.5% | -40.2% | -42.7% |
| 1Y | -51.7% | +0.3% | -52.0% | -54.2% |
| 3Y | +10.2% | +325.8% | -315.6% | -34.2% |
| All | +10.2% | +330.6% | -320.4% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling