-27.4%
ON vs HAL
-4.2%
-23.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -2.2% | +0.5% | -2.6% | -2.4% |
| 30D | -12.4% | +15.9% | -28.4% | -18.0% |
| 3M | -41.2% | -8.7% | -32.5% | -39.1% |
| 6M | +25.0% | +9.0% | +15.9% | +18.4% |
| YTD | +31.3% | +32.0% | -0.8% | +12.5% |
| 1Y | +45.4% | +72.5% | -27.0% | +7.1% |
| 3Y | -27.4% | -4.5% | -22.9% | -38.3% |
| All | -27.4% | -4.2% | -23.3% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling