+13.8%
ORCL vs HYG
+24.5%
-10.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +8.0% | -0.4% | +8.3% | +9.5% |
| 30D | -4.0% | +0.7% | -4.7% | -5.9% |
| 3M | -19.5% | -2.1% | -17.4% | -12.9% |
| 6M | -33.5% | -0.8% | -32.7% | -30.6% |
| YTD | -34.8% | +0.3% | -35.1% | -34.1% |
| 1Y | -41.6% | +1.8% | -43.4% | -43.5% |
| 3Y | +13.8% | +24.1% | -10.4% | -22.2% |
| All | +13.8% | +24.5% | -10.7% | -22.2% |
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