+752.4%
ORCL vs HYG
+148.8%
+603.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +8.0% | -0.4% | +8.3% | +8.5% |
| 30D | -4.0% | +0.7% | -4.7% | -4.6% |
| 3M | -19.5% | -2.1% | -17.4% | -17.2% |
| 6M | -33.5% | -0.8% | -32.7% | -32.5% |
| YTD | -34.8% | +0.3% | -35.1% | -34.5% |
| 1Y | -41.6% | +1.8% | -43.4% | -42.3% |
| 3Y | +13.8% | +24.1% | -10.4% | -9.2% |
| 5Y | +43.4% | +17.7% | +25.7% | +22.1% |
| 10Y | +268.8% | +56.8% | +212.1% | +137.7% |
| All | +752.4% | +148.8% | +603.6% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling