+1,001.1%
ORCL vs HYG
+153.4%
+847.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +15.0% | 0.0% | +15.0% | +15.0% |
| 30D | +10.5% | -0.1% | +10.6% | +10.7% |
| 3M | -23.0% | +1.0% | -24.0% | -23.8% |
| 6M | +7.0% | +2.3% | +4.7% | +4.6% |
| YTD | -15.8% | +2.1% | -17.9% | -17.5% |
| 1Y | -31.1% | +3.8% | -34.9% | -33.6% |
| 3Y | +33.3% | +26.7% | +6.6% | +3.7% |
| 5Y | +94.3% | +19.3% | +75.0% | +62.4% |
| 10Y | +363.4% | +55.3% | +308.1% | +199.6% |
| All | +1,001.1% | +153.4% | +847.7% | +380.5% |
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