+257.9%
HD vs ON
+527.7%
-269.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.2% | -6.3% | +1.1% |
| 7D | +3.6% | -1.4% | +5.0% | +3.6% |
| 30D | +21.6% | -10.9% | +32.4% | +23.7% |
| 3M | +0.1% | -14.9% | +15.0% | +2.3% |
| 6M | +13.0% | -33.0% | +46.0% | +17.7% |
| YTD | +4.9% | +27.6% | -22.7% | -6.1% |
| 1Y | -2.1% | +44.5% | -46.6% | -15.0% |
| 3Y | +32.6% | +7.4% | +25.2% | +15.6% |
| 5Y | +8.2% | +18.7% | -10.5% | -13.9% |
| 10Y | +257.9% | +516.0% | -258.0% | +76.5% |
| All | +257.9% | +527.7% | -269.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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