+47.6%
ON vs HAL
+25.6%
+22.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.3% | -1.2% |
| 7D | -5.8% | -7.7% | +1.9% | -4.3% |
| 30D | -17.1% | +0.7% | -17.8% | -17.2% |
| 3M | -11.8% | +2.5% | -14.3% | -11.9% |
| 6M | -30.2% | -20.7% | -9.5% | -27.2% |
| YTD | +31.6% | +18.4% | +13.2% | +23.4% |
| 1Y | +47.6% | +25.6% | +22.0% | +34.2% |
| All | +47.6% | +25.6% | +22.0% | +34.2% |
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