+637.3%
HWM vs ONON
-24.2%
+661.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.7% |
| 7D | -8.0% | -3.5% | -4.6% | -7.4% |
| 30D | -18.0% | -30.8% | +12.8% | -13.1% |
| 3M | -9.5% | -29.8% | +20.3% | -4.6% |
| 6M | -8.4% | -34.8% | +26.4% | -2.6% |
| YTD | +13.6% | -42.3% | +55.9% | +23.0% |
| 1Y | +30.2% | -39.5% | +69.8% | +39.1% |
| 3Y | +392.2% | -9.3% | +401.5% | +380.4% |
| All | +637.3% | -24.2% | +661.5% | +576.6% |
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