+36,144.2%
ORLY vs HIG
+987.6%
+35,156.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -6.7% | -2.8% | -3.8% | -6.3% |
| 3M | -3.8% | +6.3% | -10.2% | -4.7% |
| 6M | -9.0% | -0.1% | -8.9% | -9.0% |
| YTD | -5.6% | +0.4% | -6.1% | -5.8% |
| 1Y | -19.5% | +6.2% | -25.7% | -20.3% |
| 3Y | +34.7% | +101.6% | -66.9% | +20.8% |
| 5Y | +118.0% | +119.8% | -1.8% | +92.1% |
| 10Y | +364.1% | +311.7% | +52.4% | +264.7% |
| All | +36,144.2% | +987.6% | +35,156.6% | +18,375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling