+891.8%
HD vs ON
+199.0%
+692.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -2.1% | +2.4% | -4.5% | -2.4% |
| 30D | -8.4% | -3.3% | -5.1% | -8.1% |
| 3M | +4.3% | -43.6% | +47.9% | +11.9% |
| 6M | -11.1% | +19.0% | -30.1% | -15.6% |
| YTD | -4.7% | +37.4% | -42.0% | -11.7% |
| 1Y | -19.8% | +54.8% | -74.6% | -27.4% |
| 3Y | +4.1% | -25.2% | +29.3% | +1.1% |
| 5Y | +10.3% | +62.7% | -52.4% | -7.5% |
| 10Y | +203.2% | +574.3% | -371.2% | +96.7% |
| All | +891.8% | +199.0% | +692.8% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling