+190.0%
ON vs HAL
+118.3%
+71.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | -6.5% | +2.4% | -1.4% |
| 30D | -10.2% | -2.1% | -8.1% | -9.5% |
| 3M | -12.7% | -4.9% | -7.9% | -11.2% |
| 6M | -32.5% | -19.3% | -13.3% | -27.3% |
| YTD | +28.6% | +14.3% | +14.3% | +19.9% |
| 1Y | +43.4% | +17.3% | +26.1% | +32.2% |
| 3Y | +3.3% | -10.9% | +14.2% | +3.7% |
| 5Y | +22.5% | +47.4% | -24.9% | -4.7% |
| 10Y | +535.7% | -20.8% | +556.5% | +423.3% |
| All | +190.0% | +118.3% | +71.8% | +72.6% |
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 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