+9.3%
HD vs ONON
-20.9%
+30.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -2.1% | -3.0% | +0.9% | -1.6% |
| 30D | -8.4% | -26.7% | +18.3% | -4.1% |
| 3M | +4.3% | -25.3% | +29.6% | +8.8% |
| 6M | -11.1% | -35.3% | +24.1% | -5.6% |
| YTD | -4.7% | -39.8% | +35.1% | +2.3% |
| 1Y | -19.8% | -39.2% | +19.4% | -14.5% |
| 3Y | +4.1% | -4.2% | +8.3% | -0.2% |
| All | +9.3% | -20.9% | +30.2% | -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 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