+54.8%
ON vs HAL
+74.7%
-19.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +2.4% | +2.9% | -0.5% | +2.0% |
| 30D | -3.3% | +17.0% | -20.3% | -5.7% |
| 3M | -43.6% | -9.7% | -33.9% | -42.6% |
| 6M | +19.0% | +8.6% | +10.3% | +16.8% |
| YTD | +37.4% | +33.0% | +4.4% | +29.7% |
| 1Y | +54.8% | +68.3% | -13.6% | +43.1% |
| All | +54.8% | +74.7% | -19.9% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1y: compounded portfolio wealth divided by compounded HAL 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…
1y analysis · Full analysis span regression · 6 months rolling