+3.7%
NET vs HONA
-25.2%
+28.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HONA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.3% | -3.9% | -8.1% |
| 7D | -21.2% | -6.5% | -14.7% | -20.9% |
| 30D | -31.1% | -5.0% | -26.2% | -30.9% |
| 3M | -16.5% | -26.5% | +10.0% | -16.3% |
| All | +3.7% | -25.2% | +28.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HONA.
Daily Out/Under-Performance
Portfolio return minus HONA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HONA 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 HONA 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 · Available span rolling