+32.1%
ORCL vs HYG
+26.3%
+5.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | 0.0% |
| 7D | +10.9% | -0.2% | +11.1% | +11.5% |
| 30D | +7.0% | -0.1% | +7.1% | +7.4% |
| 3M | -21.2% | +0.7% | -21.9% | -22.6% |
| 6M | +7.4% | +1.5% | +5.9% | +3.5% |
| YTD | -16.3% | +1.9% | -18.2% | -20.1% |
| 1Y | -32.3% | +3.7% | -36.0% | -38.4% |
| All | +32.1% | +26.3% | +5.8% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling