+205.0%
HD vs ON
+552.1%
-347.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.4% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | -11.1% | -12.4% | +1.3% | -8.9% |
| 3M | +2.0% | -41.2% | +43.2% | +11.2% |
| 6M | -10.5% | +25.0% | -35.4% | -18.4% |
| YTD | -6.9% | +31.3% | -38.1% | -16.4% |
| 1Y | -23.2% | +45.4% | -68.6% | -33.1% |
| 3Y | +3.1% | -27.4% | +30.5% | -0.9% |
| 5Y | +7.4% | +58.5% | -51.1% | -20.5% |
| 10Y | +205.0% | +561.8% | -356.8% | +43.1% |
| All | +205.0% | +552.1% | -347.1% | +43.1% |
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