+5.7%
HD vs ONON
-24.2%
+29.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | -1.8% | -3.5% | +1.6% | -1.2% |
| 30D | -10.8% | -30.8% | +19.9% | -5.8% |
| 3M | -2.7% | -29.8% | +27.2% | +2.5% |
| 6M | -10.3% | -34.8% | +24.5% | -4.7% |
| YTD | -7.8% | -42.3% | +34.4% | -0.4% |
| 1Y | -23.1% | -39.5% | +16.4% | -18.0% |
| 3Y | +2.0% | -9.3% | +11.3% | -1.3% |
| All | +5.7% | -24.2% | +29.9% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling