-18.6%
ORLY vs HWM
+26.9%
-45.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.6% |
| 7D | -2.1% | -12.5% | +10.4% | -1.7% |
| 30D | -7.6% | -19.0% | +11.4% | -7.0% |
| 3M | -5.5% | -8.6% | +3.1% | -5.7% |
| 6M | -9.7% | -10.2% | +0.4% | -10.3% |
| YTD | -6.2% | +11.3% | -17.6% | -7.4% |
| 1Y | -18.6% | +24.3% | -42.9% | -19.0% |
| All | -18.6% | +26.9% | -45.5% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling