+18.7%
HD vs ONON
-5.0%
+23.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | +1.5% | -10.0% | +11.5% | +3.3% |
| 30D | +18.0% | -5.3% | +23.3% | +19.0% |
| 3M | +2.8% | +6.5% | -3.7% | +1.5% |
| 6M | +17.0% | -5.0% | +21.9% | +16.9% |
| YTD | +3.5% | -27.6% | +31.2% | +7.6% |
| 1Y | -2.6% | -20.7% | +18.1% | -0.4% |
| 3Y | +30.7% | +26.6% | +4.1% | +19.8% |
| 5Y | +6.2% | -9.6% | +15.8% | -7.8% |
| All | +18.7% | -5.0% | +23.7% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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