+209.9%
ON vs HAL
+154.0%
+56.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +2.4% | +2.9% | -0.5% | +1.3% |
| 30D | -3.3% | +17.0% | -20.3% | -9.3% |
| 3M | -43.6% | -9.7% | -33.9% | -41.6% |
| 6M | +19.0% | +8.6% | +10.3% | +13.8% |
| YTD | +37.4% | +33.0% | +4.4% | +20.8% |
| 1Y | +54.8% | +68.3% | -13.6% | +22.8% |
| 3Y | -25.2% | +0.1% | -25.3% | -28.5% |
| 5Y | +62.7% | +102.6% | -39.9% | +11.2% |
| 10Y | +574.3% | +3.8% | +570.5% | +400.5% |
| All | +209.9% | +154.0% | +56.0% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling