+116.5%
ORLY vs HWM
+624.6%
-508.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.3% |
| 7D | -2.1% | -12.5% | +10.4% | 0.0% |
| 30D | -7.6% | -19.0% | +11.4% | -4.5% |
| 3M | -5.5% | -8.6% | +3.1% | -4.6% |
| 6M | -9.7% | -10.2% | +0.4% | -8.9% |
| YTD | -6.2% | +11.3% | -17.6% | -9.3% |
| 1Y | -18.6% | +24.3% | -42.9% | -23.1% |
| 3Y | +33.8% | +382.3% | -348.4% | -10.9% |
| 5Y | +116.5% | +640.6% | -524.1% | +26.9% |
| All | +116.5% | +624.6% | -508.1% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling