+5.8%
HD vs ON
-25.0%
+30.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -2.1% | +2.4% | -4.5% | -2.3% |
| 30D | -8.4% | -3.3% | -5.1% | -8.2% |
| 3M | +4.3% | -43.6% | +47.9% | +9.2% |
| 6M | -11.1% | +19.0% | -30.1% | -15.7% |
| YTD | -4.7% | +37.4% | -42.0% | -11.3% |
| 1Y | -19.8% | +54.8% | -74.6% | -26.8% |
| All | +5.8% | -25.0% | +30.8% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling