+591.8%
ON vs HAL
+3.0%
+588.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.3% |
| 30D | -11.0% | +10.9% | -21.9% | -15.1% |
| 3M | -39.3% | -5.8% | -33.5% | -38.2% |
| 6M | +19.8% | +8.1% | +11.7% | +14.1% |
| YTD | +31.1% | +33.2% | -2.1% | +13.0% |
| 1Y | +46.0% | +74.2% | -28.2% | +10.2% |
| 3Y | -27.5% | -3.7% | -23.8% | -30.5% |
| 5Y | +56.9% | +111.9% | -55.0% | -3.5% |
| 10Y | +591.8% | +7.4% | +584.4% | +279.6% |
| All | +591.8% | +3.0% | +588.8% | +279.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling