-28.0%
ORCL vs HYG
+4.1%
-32.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.4% |
| 7D | +5.3% | -0.2% | +5.4% | +6.2% |
| 30D | +10.0% | +0.1% | +9.9% | +9.7% |
| 3M | -32.6% | +0.7% | -33.2% | -34.0% |
| 6M | +4.9% | +1.5% | +3.5% | -0.3% |
| YTD | -17.8% | +2.2% | -19.9% | -23.6% |
| 1Y | -28.0% | +3.9% | -31.9% | -36.6% |
| All | -28.0% | +4.1% | -32.1% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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