+30.7%
HD vs ON
+7.1%
+23.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.4% |
| 7D | +1.5% | +12.2% | -10.7% | +0.5% |
| 30D | +18.0% | -3.1% | +21.1% | +18.0% |
| 3M | +2.8% | -12.9% | +15.7% | +3.6% |
| 6M | +17.0% | -38.6% | +55.6% | +20.5% |
| YTD | +3.5% | +31.2% | -27.7% | -4.4% |
| 1Y | -2.6% | +47.6% | -50.2% | -11.5% |
| 3Y | +30.7% | +6.6% | +24.1% | +15.9% |
| All | +30.7% | +7.1% | +23.7% | +15.9% |
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