+18.6%
HD vs ONON
-6.6%
+25.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.9% | -0.1% |
| 7D | -0.5% | -11.9% | +11.4% | +1.6% |
| 30D | +18.5% | -6.8% | +25.3% | +19.8% |
| 3M | +2.2% | +6.6% | -4.5% | +0.9% |
| 6M | +13.8% | -2.2% | +16.1% | +13.2% |
| YTD | +3.4% | -28.9% | +32.3% | +7.7% |
| 1Y | -3.5% | -20.3% | +16.8% | -1.4% |
| 3Y | +29.0% | +22.9% | +6.1% | +18.8% |
| 5Y | +6.1% | -11.1% | +17.2% | -7.6% |
| All | +18.6% | -6.6% | +25.2% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling