+9.3%
ORCL vs HWM
+320.3%
-311.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.9% | -1.0% | -4.9% |
| 7D | -17.5% | -2.4% | -15.0% | -16.8% |
| 30D | -20.2% | -13.3% | -6.9% | -16.3% |
| 3M | -19.9% | -31.0% | +11.1% | -9.3% |
| 6M | -37.4% | -17.1% | -20.3% | -34.4% |
| YTD | -40.1% | -1.9% | -38.3% | -42.7% |
| 1Y | -53.4% | -2.4% | -51.0% | -55.3% |
| All | +9.3% | +320.3% | -311.0% | -34.1% |
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