+385.4%
ORLY vs HWM
+1,301.3%
-915.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.3% |
| 7D | -2.1% | -12.5% | +10.4% | +0.2% |
| 30D | -7.6% | -19.0% | +11.4% | -4.2% |
| 3M | -5.5% | -8.6% | +3.1% | -4.4% |
| 6M | -9.7% | -10.2% | +0.4% | -8.7% |
| YTD | -6.2% | +11.3% | -17.6% | -9.2% |
| 1Y | -18.6% | +24.3% | -42.9% | -23.0% |
| 3Y | +33.8% | +382.3% | -348.4% | -5.6% |
| 5Y | +116.5% | +640.6% | -524.1% | +38.4% |
| All | +385.4% | +1,301.3% | -915.9% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling