+6.2%
HD vs ON
+57.7%
-51.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.8% | -1.9% | +0.1% | -1.5% |
| 30D | -10.8% | -11.0% | +0.2% | -9.4% |
| 3M | -2.7% | -39.3% | +36.7% | +3.2% |
| 6M | -10.3% | +19.8% | -30.1% | -16.3% |
| YTD | -7.8% | +31.1% | -38.9% | -15.7% |
| 1Y | -23.1% | +46.0% | -69.1% | -31.4% |
| 3Y | +2.0% | -27.5% | +29.5% | -0.8% |
| 5Y | +6.2% | +56.9% | -50.7% | -12.4% |
| All | +6.2% | +57.7% | -51.5% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling