+119.2%
ORLY vs HIG
+116.1%
+3.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.4% | -1.5% | -0.9% | -1.8% |
| 30D | -6.8% | -0.4% | -6.4% | -6.7% |
| 3M | -4.8% | +6.7% | -11.4% | -6.9% |
| 6M | -9.1% | +2.0% | -11.0% | -9.8% |
| YTD | -5.9% | +0.3% | -6.2% | -6.3% |
| 1Y | -20.4% | +4.2% | -24.6% | -21.9% |
| 3Y | +36.6% | +102.2% | -65.6% | +5.8% |
| All | +119.2% | +116.1% | +3.1% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling